+439.8%
CAH vs IOT
+61.2%
+378.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +0.5% | +2.8% | -2.3% | +0.4% |
| 30D | +1.7% | -1.8% | +3.5% | +1.7% |
| 3M | +17.9% | +17.9% | 0.0% | +17.6% |
| 6M | +10.9% | +13.5% | -2.6% | +10.7% |
| YTD | +17.9% | +13.3% | +4.6% | +17.7% |
| 1Y | +61.7% | -3.3% | +65.0% | +61.7% |
| 3Y | +183.7% | +31.3% | +152.4% | +181.4% |
| All | +439.8% | +61.2% | +378.5% | +433.0% |
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 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