+226.4%
MU vs IOT
+3.7%
+222.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -2.0% |
| 7D | +21.6% | +0.6% | +21.1% | +21.7% |
| 30D | -16.2% | +0.1% | -16.3% | -16.2% |
| 3M | -12.4% | +5.0% | -17.4% | -10.7% |
| 6M | +4.2% | +47.0% | -42.9% | +14.2% |
| YTD | +180.0% | +16.6% | +163.4% | +227.2% |
| 1Y | +226.4% | +4.8% | +221.6% | +303.2% |
| All | +226.4% | +3.7% | +222.7% | +303.2% |
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