+331.0%
CDE vs IOT
+54.1%
+276.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.2% |
| 7D | -3.1% | -4.5% | +1.4% | -2.2% |
| 30D | +9.5% | -2.4% | +11.9% | +9.6% |
| 3M | +25.5% | +19.0% | +6.5% | +19.4% |
| 6M | -7.9% | +19.6% | -27.5% | -13.5% |
| YTD | +15.6% | +8.3% | +7.3% | +10.0% |
| 1Y | +34.0% | -0.8% | +34.8% | +29.3% |
| 3Y | +791.9% | +24.4% | +767.5% | +685.0% |
| All | +331.0% | +54.1% | +276.9% | +224.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling