+15.9%
MSCI vs IOT
+66.1%
-50.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +3.0% | +0.9% | +2.1% | +2.8% |
| 30D | +17.8% | +1.4% | +16.4% | +17.4% |
| 3M | +15.2% | +0.5% | +14.7% | +14.6% |
| 6M | +16.5% | +50.3% | -33.8% | +7.3% |
| YTD | +16.4% | +16.7% | -0.3% | +10.8% |
| 1Y | +16.8% | +6.8% | +10.0% | +12.6% |
| 3Y | +35.8% | +75.5% | -39.7% | +11.2% |
| All | +15.9% | +66.1% | -50.2% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling