+41.1%
CLS vs IOT
+14.9%
+26.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.4% |
| 7D | +4.6% | -2.3% | +6.9% | +4.7% |
| 30D | -13.9% | +3.8% | -17.7% | -14.3% |
| 3M | -26.6% | +14.2% | -40.7% | -27.9% |
| 6M | +15.4% | +40.1% | -24.7% | +8.8% |
| YTD | +5.7% | +13.4% | -7.7% | +9.0% |
| 1Y | +41.1% | +12.2% | +29.0% | +45.9% |
| All | +41.1% | +14.9% | +26.3% | +45.9% |
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