+41.1%
CI vs IOT
+61.4%
-20.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -1.3% |
| 7D | +1.3% | -2.3% | +3.6% | +1.3% |
| 30D | +4.4% | +3.8% | +0.6% | +4.4% |
| 3M | +0.7% | +14.2% | -13.5% | +0.5% |
| 6M | +0.3% | +40.1% | -39.8% | -0.2% |
| YTD | +3.8% | +13.4% | -9.6% | +3.6% |
| 1Y | -5.5% | +12.2% | -17.7% | -5.7% |
| 3Y | +8.1% | +30.0% | -21.9% | +6.5% |
| All | +41.1% | +61.4% | -20.4% | +37.2% |
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