+37.0%
CHYM vs IOT
+14.9%
+22.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.7% |
| 7D | +1.7% | -2.3% | +4.0% | +2.3% |
| 30D | +30.2% | +3.8% | +26.5% | +28.0% |
| 3M | +85.9% | +14.2% | +71.7% | +75.3% |
| 6M | +49.9% | +40.1% | +9.8% | +28.4% |
| YTD | +34.1% | +13.4% | +20.7% | +21.1% |
| 1Y | +37.0% | +12.2% | +24.8% | +28.7% |
| All | +37.0% | +14.9% | +22.2% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling