+870.1%
MU vs IOT
+69.6%
+800.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.9% | +10.0% | +11.6% |
| 7D | +2.0% | -1.3% | +3.4% | +2.4% |
| 30D | -18.0% | +1.5% | -19.4% | -18.1% |
| 3M | -6.6% | +4.8% | -11.3% | -7.8% |
| 6M | +2.0% | +45.3% | -43.3% | -7.6% |
| YTD | +184.5% | +19.2% | +165.3% | +163.2% |
| 1Y | +236.9% | +6.1% | +230.8% | +220.4% |
| 3Y | +987.0% | +76.0% | +911.0% | +802.4% |
| All | +870.1% | +69.6% | +800.4% | +624.0% |
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