+661.2%
MU vs IOT
-3.4%
+664.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.7% | +6.5% | +2.1% |
| 7D | +7.5% | +5.1% | +2.4% | +8.5% |
| 30D | +19.4% | -3.0% | +22.4% | +19.0% |
| 3M | +9.8% | +15.0% | -5.1% | +13.7% |
| 6M | +164.1% | +13.1% | +151.0% | +178.1% |
| YTD | +260.3% | +9.0% | +251.3% | +301.0% |
| 1Y | +661.2% | +0.1% | +661.1% | +796.7% |
| All | +661.2% | -3.4% | +664.6% | +796.7% |
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