+53.0%
MSFT vs IOT
+54.4%
-1.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -3.5% | -0.8% | -2.7% | -3.4% |
| 30D | -2.1% | -4.7% | +2.6% | -1.4% |
| 3M | +24.2% | +17.8% | +6.4% | +19.8% |
| 6M | +21.9% | +16.8% | +5.0% | +17.3% |
| YTD | +2.5% | +8.4% | -6.0% | -0.9% |
| 1Y | -0.8% | -0.8% | 0.0% | -3.2% |
| 3Y | +50.8% | +25.7% | +25.0% | +35.4% |
| All | +53.0% | +54.4% | -1.3% | +21.9% |
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 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