-51.9%
CCI vs IOT
+54.1%
-106.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | -0.3% | -4.5% | +4.3% | 0.0% |
| 30D | +2.2% | -2.4% | +4.7% | +2.3% |
| 3M | -16.9% | +19.0% | -35.9% | -18.0% |
| 6M | -11.5% | +19.6% | -31.2% | -13.0% |
| YTD | -12.8% | +8.3% | -21.1% | -14.0% |
| 1Y | -17.1% | -0.8% | -16.3% | -17.9% |
| 3Y | -9.6% | +24.4% | -34.0% | -14.7% |
| All | -51.9% | +54.1% | -106.0% | -57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling