+174.5%
CIEN vs IOT
+14.9%
+159.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.4% |
| 7D | -15.2% | -2.3% | -12.8% | -15.2% |
| 30D | -21.5% | +3.8% | -25.3% | -21.0% |
| 3M | -40.1% | +14.2% | -54.2% | -39.0% |
| 6M | -6.6% | +40.1% | -46.7% | -6.4% |
| YTD | +37.3% | +13.4% | +23.9% | +44.9% |
| 1Y | +174.5% | +12.2% | +162.4% | +198.5% |
| All | +174.5% | +14.9% | +159.7% | +198.5% |
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