-11.1%
CHYM vs IOT
-6.5%
-4.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -2.3% | -4.5% | +2.3% | -1.0% |
| 30D | +4.4% | -2.4% | +6.9% | +4.8% |
| 3M | +91.3% | +19.0% | +72.3% | +77.4% |
| 6M | +44.0% | +19.6% | +24.3% | +31.9% |
| YTD | +31.1% | +8.3% | +22.8% | +20.2% |
| 1Y | +37.8% | -0.8% | +38.6% | +30.7% |
| All | -11.1% | -6.5% | -4.5% | -15.9% |
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