+66.4%
CME vs IOT
+75.5%
-9.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +3.9% | +0.9% | +3.0% | +4.0% |
| 30D | +11.3% | +1.4% | +10.0% | +11.4% |
| 3M | +19.6% | +0.5% | +19.0% | +19.5% |
| 6M | +8.1% | +50.3% | -42.2% | +8.8% |
| YTD | +20.4% | +16.7% | +3.7% | +20.7% |
| 1Y | +16.5% | +6.8% | +9.7% | +16.6% |
| 3Y | +66.4% | +75.5% | -9.0% | +67.9% |
| All | +66.4% | +75.5% | -9.0% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling