+35.2%
MSFT vs INIO
-55.1%
+90.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -19.5% | +26.2% | +7.2% |
| 7D | +4.7% | -19.7% | +24.3% | +5.1% |
| 30D | +5.8% | -22.3% | +28.2% | +6.2% |
| 3M | +13.0% | -46.1% | +59.1% | +16.2% |
| All | +35.2% | -55.1% | +90.4% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 1y: compounded portfolio wealth divided by compounded INIO 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…
1y analysis · Full analysis span regression · Available span rolling