+265.1%
MU vs IOT
+8.2%
+257.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.1% | -11.1% | -6.1% |
| 7D | -19.1% | -0.5% | -18.7% | -19.1% |
| 30D | -25.2% | +1.0% | -26.2% | -25.0% |
| 3M | -10.9% | +10.9% | -21.8% | -7.9% |
| 6M | +38.0% | +39.9% | -1.9% | +51.8% |
| YTD | +178.8% | +20.8% | +158.1% | +229.0% |
| 1Y | +265.1% | +10.6% | +254.6% | +350.1% |
| All | +265.1% | +8.2% | +257.0% | +350.1% |
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