+39.7%
CI vs IOT
+55.2%
-15.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.6% | +0.9% |
| 7D | -1.1% | +5.1% | -6.2% | -1.2% |
| 30D | +0.5% | -3.0% | +3.5% | +0.5% |
| 3M | -5.2% | +15.0% | -20.1% | -5.3% |
| 6M | +4.3% | +13.1% | -8.8% | +4.2% |
| YTD | +2.8% | +9.0% | -6.2% | +2.6% |
| 1Y | -5.8% | +0.1% | -5.9% | -5.8% |
| 3Y | +4.7% | +26.4% | -21.7% | +3.2% |
| All | +39.7% | +55.2% | -15.5% | +35.8% |
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