-7.1%
CMG vs IOT
+23.8%
-31.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -2.1% | -4.5% | +2.5% | -1.6% |
| 30D | +10.9% | -2.4% | +13.3% | +11.0% |
| 3M | +15.8% | +19.0% | -3.1% | +12.7% |
| 6M | +6.9% | +19.6% | -12.7% | +3.4% |
| YTD | -2.2% | +8.3% | -10.4% | -4.7% |
| 1Y | -7.1% | -0.8% | -6.3% | -8.8% |
| 3Y | -7.1% | +24.4% | -31.5% | -13.0% |
| All | -7.1% | +23.8% | -31.0% | -13.0% |
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