+1,341.2%
MU vs IOT
+30.1%
+1,311.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +7.2% | +2.8% | +4.4% | +6.7% |
| 30D | +14.0% | -1.8% | +15.8% | +14.1% |
| 3M | +5.4% | +17.9% | -12.5% | +1.2% |
| 6M | +170.3% | +13.5% | +156.7% | +159.8% |
| YTD | +250.7% | +13.3% | +237.4% | +233.7% |
| 1Y | +662.1% | -3.3% | +665.4% | +658.2% |
| 3Y | +1,341.2% | +31.3% | +1,309.9% | +1,232.6% |
| All | +1,341.2% | +30.1% | +1,311.1% | +1,232.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling