-35.8%
CBRS vs IOT
+46.0%
-81.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -5.0% |
| 7D | +15.7% | +2.8% | +12.9% | +17.2% |
| 30D | -11.9% | -1.8% | -10.1% | -12.1% |
| 3M | -16.0% | +17.9% | -33.9% | -12.8% |
| All | -35.8% | +46.0% | -81.8% | -18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling