+32.1%
CL vs IOT
+8.2%
+23.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.1% | -0.9% | +3.3% |
| 7D | +7.7% | -0.5% | +8.2% | +7.7% |
| 30D | +15.2% | +1.0% | +14.2% | +15.2% |
| 3M | +7.3% | +10.9% | -3.6% | +7.4% |
| 6M | +17.0% | +39.9% | -22.9% | +18.0% |
| YTD | +28.0% | +20.8% | +7.2% | +28.9% |
| 1Y | +32.1% | +10.6% | +21.5% | +33.2% |
| All | +32.1% | +8.2% | +23.9% | +33.2% |
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 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