+364.9%
MXL vs IOT
-1.6%
+366.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.7% | +7.5% |
| 7D | +18.9% | -4.5% | +23.4% | +18.7% |
| 30D | +0.3% | -2.4% | +2.8% | +0.3% |
| 3M | -8.0% | +19.0% | -27.0% | -9.8% |
| 6M | +341.2% | +19.6% | +321.6% | +322.6% |
| YTD | +327.8% | +8.3% | +319.6% | +328.9% |
| 1Y | +364.9% | -0.8% | +365.7% | +393.4% |
| All | +364.9% | -1.6% | +366.5% | +393.4% |
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 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