+8.9%
CAT vs IOT
+8.2%
+0.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.1% | -9.4% | -4.7% |
| 7D | -17.1% | -0.5% | -16.6% | -17.1% |
| 30D | -30.1% | +1.0% | -31.1% | -29.9% |
| 3M | -32.4% | +10.9% | -43.3% | -31.0% |
| 6M | -32.1% | +39.9% | -72.0% | -27.9% |
| YTD | +4.1% | +20.8% | -16.7% | +12.8% |
| 1Y | +8.9% | +10.6% | -1.7% | +21.3% |
| All | +8.9% | +8.2% | +0.7% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling