+50.8%
CDE vs IOT
+14.9%
+36.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.6% | -2.2% |
| 7D | +0.5% | -2.3% | +2.9% | +0.7% |
| 30D | +21.9% | +3.8% | +18.1% | +21.3% |
| 3M | +14.9% | +14.2% | +0.8% | +12.5% |
| 6M | -10.5% | +40.1% | -50.6% | -16.2% |
| YTD | +19.3% | +13.4% | +5.9% | +14.5% |
| 1Y | +50.8% | +12.2% | +38.6% | +43.0% |
| All | +50.8% | +14.9% | +36.0% | +43.0% |
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 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