+2,305.6%
CLS vs IOT
+65.9%
+2,239.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +5.1% |
| 7D | +23.5% | +0.6% | +23.0% | +23.4% |
| 30D | -28.9% | +0.1% | -29.1% | -29.1% |
| 3M | -25.2% | +5.0% | -30.2% | -26.6% |
| 6M | -32.1% | +47.0% | -79.1% | -39.6% |
| YTD | -14.1% | +16.6% | -30.6% | -20.9% |
| 1Y | -24.1% | +4.8% | -28.8% | -28.0% |
| 3Y | +897.0% | +72.2% | +824.8% | +735.3% |
| All | +2,305.6% | +65.9% | +2,239.6% | +1,709.3% |
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 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