+2,396.1%
MUU vs IOT
-19.1%
+2,415.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -8.2% | -4.5% | -3.7% | -7.4% |
| 30D | +10.2% | -2.4% | +12.6% | +10.4% |
| 3M | -26.5% | +19.0% | -45.5% | -34.0% |
| 6M | +227.2% | +19.6% | +207.6% | +186.3% |
| YTD | +527.4% | +8.3% | +519.2% | +459.5% |
| 1Y | +1,843.7% | -0.8% | +1,844.5% | +1,783.7% |
| All | +2,396.1% | -19.1% | +2,415.2% | +2,806.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling