+2,175.9%
CLS vs IOT
+66.1%
+2,109.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +16.3% | +0.9% | +15.4% | +16.1% |
| 30D | -25.7% | +1.4% | -27.0% | -26.1% |
| 3M | -30.9% | +0.5% | -31.4% | -31.5% |
| 6M | -35.5% | +50.3% | -85.8% | -43.0% |
| YTD | -18.7% | +16.7% | -35.4% | -25.2% |
| 1Y | -17.9% | +6.8% | -24.7% | -22.6% |
| 3Y | +838.1% | +75.5% | +762.6% | +682.9% |
| All | +2,175.9% | +66.1% | +2,109.8% | +1,611.4% |
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 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