-10.7%
CMG vs IOT
+14.9%
-25.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.4% | -1.7% |
| 7D | -2.8% | -2.3% | -0.5% | -2.7% |
| 30D | +7.1% | +3.8% | +3.3% | +7.0% |
| 3M | +31.2% | +14.2% | +17.0% | +29.7% |
| 6M | +0.7% | +40.1% | -39.4% | -2.0% |
| YTD | -0.1% | +13.4% | -13.5% | -1.4% |
| 1Y | -10.7% | +12.2% | -22.9% | -12.1% |
| All | -10.7% | +14.9% | -25.6% | -12.1% |
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