+0.5%
MXL vs IOT
+54.1%
-53.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.7% | +7.6% |
| 7D | +18.9% | -4.5% | +23.4% | +20.2% |
| 30D | +0.3% | -2.4% | +2.8% | +0.5% |
| 3M | -8.0% | +19.0% | -27.0% | -15.4% |
| 6M | +341.2% | +19.6% | +321.6% | +297.9% |
| YTD | +327.8% | +8.3% | +319.6% | +290.1% |
| 1Y | +364.9% | -0.8% | +365.7% | +337.0% |
| 3Y | +229.2% | +24.4% | +204.8% | +168.3% |
| All | +0.5% | +54.1% | -53.6% | -32.6% |
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 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