+4.9%
MSFT vs IOT
+5.2%
-0.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -1.3% | +0.9% | -2.2% | -1.5% |
| 30D | -1.8% | +1.4% | -3.2% | -2.2% |
| 3M | +5.6% | +0.5% | +5.1% | +5.0% |
| 6M | +29.8% | +50.3% | -20.5% | +16.3% |
| YTD | +9.0% | +16.7% | -7.7% | -2.3% |
| 1Y | +4.9% | +6.8% | -1.9% | -5.9% |
| All | +4.9% | +5.2% | -0.2% | -5.9% |
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 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