0.0%
CMS vs IOT
+0.4%
-0.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.2% | +2.8% | -1.6% | +1.3% |
| 30D | -3.2% | -1.8% | -1.4% | -3.2% |
| 3M | -2.2% | +17.9% | -20.1% | -1.3% |
| 6M | -9.4% | +13.5% | -23.0% | -8.2% |
| YTD | +0.7% | +13.3% | -12.6% | +1.8% |
| All | 0.0% | +0.4% | -0.3% | +1.0% |
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 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