+52.8%
MSFT vs IOT
+55.2%
-2.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.3% | +0.2% |
| 7D | -1.0% | +5.1% | -6.1% | -1.9% |
| 30D | -2.7% | -3.0% | +0.4% | -2.3% |
| 3M | +22.1% | +15.0% | +7.1% | +18.3% |
| 6M | +20.6% | +13.1% | +7.4% | +16.6% |
| YTD | +2.3% | +9.0% | -6.7% | -1.1% |
| 1Y | -0.5% | +0.1% | -0.7% | -3.1% |
| 3Y | +50.5% | +26.4% | +24.1% | +35.1% |
| All | +52.8% | +55.2% | -2.4% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling