+134.0%
C vs IOT
+64.6%
+69.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -2.4% | -2.6% | +0.2% | -2.1% |
| 30D | -6.0% | +1.2% | -7.1% | -6.2% |
| 3M | -10.5% | +7.2% | -17.8% | -11.8% |
| 6M | -5.7% | +41.7% | -47.4% | -11.2% |
| YTD | +4.1% | +15.6% | -11.5% | -0.1% |
| 1Y | +20.5% | +7.6% | +12.9% | +16.6% |
| 3Y | +208.1% | +69.8% | +138.4% | +173.4% |
| All | +134.0% | +64.6% | +69.4% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling