+6.4%
CMG vs IOT
+54.1%
-47.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -2.1% | -4.5% | +2.5% | -1.4% |
| 30D | +10.9% | -2.4% | +13.3% | +11.1% |
| 3M | +15.8% | +19.0% | -3.1% | +11.6% |
| 6M | +6.9% | +19.6% | -12.7% | +2.1% |
| YTD | -2.2% | +8.3% | -10.4% | -5.8% |
| 1Y | -7.1% | -0.8% | -6.3% | -9.6% |
| 3Y | -7.1% | +24.4% | -31.5% | -17.1% |
| All | +6.4% | +54.1% | -47.7% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling