+5.9%
CMG vs IOT
+55.2%
-49.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -2.0% |
| 7D | -6.5% | +5.1% | -11.5% | -7.2% |
| 30D | +12.1% | -3.0% | +15.1% | +12.4% |
| 3M | +20.6% | +15.0% | +5.6% | +16.8% |
| 6M | +2.1% | +13.1% | -11.0% | -1.6% |
| YTD | -2.6% | +9.0% | -11.6% | -6.4% |
| 1Y | -8.7% | +0.1% | -8.8% | -11.3% |
| 3Y | -7.4% | +26.4% | -33.8% | -17.6% |
| All | +5.9% | +55.2% | -49.3% | -18.6% |
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