+153.8%
MU vs IOT
+39.3%
+114.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.7% | +2.4% | +7.6% |
| 7D | +9.0% | -2.3% | +11.3% | +7.9% |
| 30D | +13.8% | +3.8% | +10.0% | +16.0% |
| 3M | +2.1% | +14.2% | -12.1% | +12.9% |
| 6M | +153.8% | +40.1% | +113.7% | +204.3% |
| All | +153.8% | +39.3% | +114.5% | +204.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling