+31.4%
CL vs IOT
+64.6%
-33.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | +1.3% | -2.6% | +3.9% | +1.3% |
| 30D | +11.4% | +1.2% | +10.2% | +11.4% |
| 3M | +4.4% | +7.2% | -2.8% | +4.5% |
| 6M | +10.8% | +41.7% | -30.9% | +11.3% |
| YTD | +25.1% | +15.6% | +9.5% | +25.6% |
| 1Y | +28.0% | +7.6% | +20.4% | +28.4% |
| 3Y | +37.6% | +69.8% | -32.1% | +37.7% |
| All | +31.4% | +64.6% | -33.2% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling