+2,423.9%
MUU vs IOT
-19.0%
+2,442.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.2% |
| 7D | +3.6% | -0.8% | +4.4% | +3.7% |
| 30D | +22.3% | -4.7% | +27.0% | +23.1% |
| 3M | -8.2% | +17.8% | -26.0% | -17.2% |
| 6M | +256.3% | +16.8% | +239.5% | +216.0% |
| YTD | +534.4% | +8.4% | +526.0% | +465.5% |
| 1Y | +2,163.5% | -0.8% | +2,164.3% | +2,095.7% |
| All | +2,423.9% | -19.0% | +2,442.8% | +2,837.4% |
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