+20.1%
CL vs IOT
+61.4%
-41.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -1.4% |
| 7D | -2.2% | -2.3% | +0.2% | -2.2% |
| 30D | -4.8% | +3.8% | -8.6% | -4.8% |
| 3M | +4.9% | +14.2% | -9.3% | +5.1% |
| 6M | -5.7% | +40.1% | -45.8% | -5.2% |
| YTD | +14.4% | +13.4% | +1.0% | +14.8% |
| 1Y | +8.7% | +12.2% | -3.4% | +9.1% |
| 3Y | +30.0% | +30.0% | 0.0% | +30.1% |
| All | +20.1% | +61.4% | -41.3% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling