+48.9%
CIEN vs IOT
+8.2%
+40.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.1% | -13.4% | -8.7% |
| 7D | -25.0% | -0.5% | -24.6% | -25.0% |
| 30D | -30.1% | +1.0% | -31.1% | -29.9% |
| 3M | -33.8% | +10.9% | -44.7% | -32.3% |
| 6M | -49.4% | +39.9% | -89.3% | -46.8% |
| YTD | +16.4% | +20.8% | -4.4% | +31.6% |
| 1Y | +48.9% | +10.6% | +38.3% | +72.3% |
| All | +48.9% | +8.2% | +40.7% | +72.3% |
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