+598.5%
CEG vs IOT
+93.9%
+504.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +3.1% |
| 7D | +17.8% | +0.6% | +17.3% | +17.8% |
| 30D | -4.5% | +0.1% | -4.6% | -4.7% |
| 3M | +1.5% | +5.0% | -3.5% | +0.3% |
| 6M | -3.5% | +47.0% | -50.6% | -10.2% |
| YTD | -19.7% | +16.6% | -36.3% | -23.5% |
| 1Y | -19.8% | +4.8% | -24.6% | -22.4% |
| 3Y | +136.4% | +72.2% | +64.3% | +114.4% |
| All | +598.5% | +93.9% | +504.6% | +485.9% |
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