-77.2%
CHTR vs IOT
+54.4%
-131.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.0% |
| 7D | -7.1% | -0.8% | -6.3% | -7.1% |
| 30D | -10.9% | -4.7% | -6.2% | -10.5% |
| 3M | +2.0% | +17.8% | -15.8% | 0.0% |
| 6M | -35.9% | +16.8% | -52.8% | -37.4% |
| YTD | -32.7% | +8.4% | -41.1% | -34.1% |
| 1Y | -46.6% | -0.8% | -45.8% | -47.3% |
| 3Y | -66.7% | +25.7% | -92.5% | -68.9% |
| All | -77.2% | +54.4% | -131.6% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling