+426.5%
CAH vs IOT
+54.1%
+372.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -5.1% | -4.5% | -0.6% | -5.1% |
| 30D | +0.2% | -2.4% | +2.6% | +0.2% |
| 3M | +6.3% | +19.0% | -12.7% | +6.0% |
| 6M | +9.4% | +19.6% | -10.2% | +9.1% |
| YTD | +15.0% | +8.3% | +6.7% | +14.8% |
| 1Y | +55.4% | -0.8% | +56.2% | +55.3% |
| 3Y | +173.8% | +24.4% | +149.4% | +171.7% |
| All | +426.5% | +54.1% | +372.3% | +420.1% |
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