+33.5%
CL vs IOT
+66.5%
-33.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.1% |
| 7D | +2.6% | +0.8% | +1.8% | +2.6% |
| 30D | +11.8% | -0.2% | +12.0% | +11.8% |
| 3M | +5.9% | +4.0% | +1.9% | +6.0% |
| 6M | +13.3% | +39.4% | -26.1% | +13.8% |
| YTD | +27.1% | +16.9% | +10.2% | +27.6% |
| 1Y | +28.0% | +4.1% | +23.9% | +28.4% |
| 3Y | +39.4% | +72.7% | -33.3% | +39.5% |
| All | +33.5% | +66.5% | -33.0% | +31.5% |
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 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