+1.5%
CARR vs IOT
+23.8%
-22.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -3.8% | -4.5% | +0.8% | -3.2% |
| 30D | -8.9% | -2.4% | -6.5% | -8.7% |
| 3M | -17.3% | +19.0% | -36.3% | -19.6% |
| 6M | -1.4% | +19.6% | -21.0% | -4.9% |
| YTD | +10.0% | +8.3% | +1.7% | +7.3% |
| 1Y | -6.4% | -0.8% | -5.5% | -7.4% |
| 3Y | +1.5% | +24.4% | -22.9% | -6.4% |
| All | +1.5% | +23.8% | -22.3% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling