+607.3%
CEG vs IOT
+80.4%
+526.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | +2.9% | -4.7% | +7.6% | +3.4% |
| 3M | +18.2% | +17.8% | +0.4% | +14.6% |
| 6M | -9.5% | +16.8% | -26.4% | -13.0% |
| YTD | -18.7% | +8.4% | -27.1% | -21.5% |
| 1Y | -10.1% | -0.8% | -9.3% | -12.3% |
| 3Y | +168.3% | +25.7% | +142.6% | +152.3% |
| All | +607.3% | +80.4% | +526.9% | +501.4% |
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