-23.1%
CNC vs IOT
+55.2%
-78.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.7% |
| 7D | -4.9% | +5.1% | -9.9% | -5.0% |
| 30D | -3.8% | -3.0% | -0.7% | -3.7% |
| 3M | -3.2% | +15.0% | -18.2% | -3.8% |
| 6M | +47.9% | +13.1% | +34.7% | +46.9% |
| YTD | +55.7% | +9.0% | +46.6% | +54.7% |
| 1Y | +106.2% | +0.1% | +106.1% | +105.1% |
| 3Y | -2.1% | +26.4% | -28.5% | -4.5% |
| All | -23.1% | +55.2% | -78.3% | -26.9% |
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 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