+25.7%
CMS vs IOT
+66.5%
-40.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.2% | +0.3% |
| 7D | +0.5% | +0.8% | -0.3% | +0.5% |
| 30D | +7.4% | -0.2% | +7.7% | +7.4% |
| 3M | +1.9% | +4.0% | -2.1% | +1.9% |
| 6M | -2.3% | +39.4% | -41.7% | -2.3% |
| YTD | +3.0% | +16.9% | -14.0% | +3.1% |
| 1Y | -2.8% | +4.1% | -6.8% | -2.6% |
| 3Y | +37.9% | +72.7% | -34.8% | +36.6% |
| All | +25.7% | +66.5% | -40.7% | +21.6% |
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 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