+19.6%
CL vs IOT
+61.2%
-41.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.4% | +2.8% | -4.2% | -1.3% |
| 30D | -5.2% | -1.8% | -3.4% | -5.2% |
| 3M | +3.3% | +17.9% | -14.6% | +3.5% |
| 6M | -4.4% | +13.5% | -17.9% | -4.2% |
| YTD | +13.9% | +13.3% | +0.7% | +14.3% |
| 1Y | +7.6% | -3.3% | +11.0% | +7.9% |
| 3Y | +29.6% | +31.3% | -1.8% | +29.7% |
| All | +19.6% | +61.2% | -41.6% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling