+579.5%
CEG vs IOT
+98.2%
+481.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.4% |
| 7D | +11.8% | -1.3% | +13.1% | +12.0% |
| 30D | -6.5% | +1.5% | -8.0% | -6.8% |
| 3M | -1.2% | +4.8% | -5.9% | -2.3% |
| 6M | -8.0% | +45.3% | -53.3% | -14.2% |
| YTD | -21.9% | +19.2% | -41.0% | -25.8% |
| 1Y | -21.4% | +6.1% | -27.5% | -24.1% |
| 3Y | +130.0% | +76.0% | +54.0% | +108.0% |
| All | +579.5% | +98.2% | +481.3% | +468.5% |
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