-76.4%
CHTR vs IOT
+54.1%
-130.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | -4.1% | -4.5% | +0.4% | -3.6% |
| 30D | -3.0% | -2.4% | -0.5% | -2.8% |
| 3M | +4.8% | +19.0% | -14.2% | +2.6% |
| 6M | -35.0% | +19.6% | -54.7% | -36.7% |
| YTD | -30.2% | +8.3% | -38.4% | -31.6% |
| 1Y | -44.8% | -0.8% | -44.0% | -45.5% |
| 3Y | -66.6% | +24.4% | -91.0% | -68.7% |
| All | -76.4% | +54.1% | -130.5% | -80.7% |
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