+78.5%
MTUM vs IOT
+54.1%
+24.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +0.7% | -4.5% | +5.2% | +1.3% |
| 30D | -2.4% | -2.4% | 0.0% | -2.3% |
| 3M | -3.6% | +19.0% | -22.6% | -6.5% |
| 6M | +23.7% | +19.6% | +4.0% | +19.1% |
| YTD | +22.9% | +8.3% | +14.6% | +19.2% |
| 1Y | +21.8% | -0.8% | +22.6% | +19.2% |
| 3Y | +114.4% | +24.4% | +90.0% | +98.0% |
| All | +78.5% | +54.1% | +24.4% | +51.8% |
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