-13.2%
CLS vs IOT
+5.1%
-18.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +4.6% |
| 7D | +23.5% | +0.6% | +23.0% | +23.5% |
| 30D | -28.9% | +0.1% | -29.1% | -28.9% |
| 3M | -25.2% | +5.0% | -30.2% | -25.2% |
| 6M | -32.1% | +47.0% | -79.1% | -31.9% |
| YTD | -14.1% | +16.6% | -30.6% | -6.6% |
| All | -13.2% | +5.1% | -18.3% | -2.1% |
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