+29.7%
MSFT vs INIO
-58.1%
+87.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.6% | +5.4% | -1.9% |
| 7D | +2.3% | -24.8% | +27.1% | +3.1% |
| 30D | -0.4% | -30.4% | +30.1% | +0.5% |
| 3M | +5.6% | -49.2% | +54.8% | +8.8% |
| All | +29.7% | -58.1% | +87.8% | +25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling