-2.7%
MSCI vs IOT
+55.2%
-57.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.3% |
| 7D | -1.1% | +5.1% | -6.1% | -2.0% |
| 30D | -1.2% | -3.0% | +1.9% | -0.7% |
| 3M | -8.4% | +15.0% | -23.4% | -11.1% |
| 6M | -1.0% | +13.1% | -14.2% | -4.2% |
| YTD | -2.3% | +9.0% | -11.3% | -5.5% |
| 1Y | -1.2% | +0.1% | -1.3% | -3.6% |
| 3Y | +7.9% | +26.4% | -18.5% | -5.4% |
| All | -2.7% | +55.2% | -57.9% | -28.0% |
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