+22.9%
CMS vs IOT
+61.2%
-38.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.2% | +2.8% | -1.6% | +1.2% |
| 30D | -3.2% | -1.8% | -1.4% | -3.2% |
| 3M | -2.2% | +17.9% | -20.1% | -2.2% |
| 6M | -9.4% | +13.5% | -23.0% | -9.3% |
| YTD | +0.7% | +13.3% | -12.6% | +0.8% |
| 1Y | +0.4% | -3.3% | +3.7% | +0.5% |
| 3Y | +35.2% | +31.3% | +3.8% | +34.0% |
| All | +22.9% | +61.2% | -38.3% | +18.9% |
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