+9.0%
MSFT vs IOT
+8.2%
+0.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.1% | +2.5% | +5.9% |
| 7D | +4.7% | -0.5% | +5.1% | +4.7% |
| 30D | +5.8% | +1.0% | +4.8% | +5.5% |
| 3M | +13.0% | +10.9% | +2.1% | +10.0% |
| 6M | +34.9% | +39.9% | -5.0% | +22.4% |
| YTD | +15.7% | +20.8% | -5.1% | +3.2% |
| 1Y | +9.0% | +10.6% | -1.6% | -3.6% |
| All | +9.0% | +8.2% | +0.8% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling