+2,979.7%
CLS vs IOT
+54.4%
+2,925.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +5.0% | -0.8% | +5.8% | +5.1% |
| 30D | +4.8% | -4.7% | +9.4% | +5.9% |
| 3M | -10.4% | +17.8% | -28.2% | -15.1% |
| 6M | +20.8% | +16.8% | +4.0% | +13.6% |
| YTD | +10.0% | +8.4% | +1.6% | +3.8% |
| 1Y | +28.5% | -0.8% | +29.3% | +24.2% |
| 3Y | +1,292.2% | +25.7% | +1,266.5% | +1,151.1% |
| All | +2,979.7% | +54.4% | +2,925.4% | +2,275.4% |
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 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