-31.9%
CEG vs IOT
+8.2%
-40.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.1% | -10.8% | -6.4% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | -8.2% | +1.0% | -9.2% | -8.0% |
| 3M | -7.9% | +10.9% | -18.8% | -7.0% |
| 6M | -23.2% | +39.9% | -63.1% | -22.1% |
| YTD | -30.1% | +20.8% | -50.9% | -29.8% |
| 1Y | -31.9% | +10.6% | -42.5% | -31.1% |
| All | -31.9% | +8.2% | -40.1% | -31.1% |
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