-3.2%
MSCI vs IOT
+61.2%
-64.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.6% | -3.8% |
| 7D | -2.1% | +2.8% | -4.9% | -2.6% |
| 30D | -1.7% | -1.8% | 0.0% | -1.5% |
| 3M | -8.2% | +17.9% | -26.1% | -11.3% |
| 6M | -2.4% | +13.5% | -16.0% | -5.7% |
| YTD | -2.8% | +13.3% | -16.1% | -6.7% |
| 1Y | -2.7% | -3.3% | +0.7% | -4.5% |
| 3Y | +7.3% | +31.3% | -24.0% | -6.6% |
| All | -3.2% | +61.2% | -64.5% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling