+21.8%
CMS vs IOT
+55.2%
-33.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.9% |
| 7D | +0.2% | +5.1% | -4.9% | +0.2% |
| 30D | -1.3% | -3.0% | +1.7% | -1.3% |
| 3M | -5.4% | +15.0% | -20.3% | -5.4% |
| 6M | -10.3% | +13.1% | -23.5% | -10.3% |
| YTD | -0.2% | +9.0% | -9.3% | -0.1% |
| 1Y | -0.9% | +0.1% | -1.0% | -0.8% |
| 3Y | +34.0% | +26.4% | +7.5% | +32.8% |
| All | +21.8% | +55.2% | -33.4% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling