+13.9%
COR vs IOT
+14.9%
-0.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.6% | -1.9% |
| 7D | +2.8% | -2.3% | +5.1% | +2.8% |
| 30D | +4.5% | +3.8% | +0.7% | +4.5% |
| 3M | +22.7% | +14.2% | +8.5% | +22.4% |
| 6M | -9.7% | +40.1% | -49.9% | -9.6% |
| YTD | -1.4% | +13.4% | -14.8% | -2.0% |
| 1Y | +13.9% | +12.2% | +1.8% | +14.5% |
| All | +13.9% | +14.9% | -0.9% | +14.5% |
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