+204.3%
COR vs IOT
+66.1%
+138.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +7.8% | +0.9% | +6.9% | +7.8% |
| 30D | +7.0% | +1.4% | +5.6% | +7.0% |
| 3M | +16.3% | +0.5% | +15.7% | +16.3% |
| 6M | +41.3% | +50.3% | -9.0% | +41.7% |
| YTD | +7.1% | +16.7% | -9.5% | +7.3% |
| 1Y | -0.8% | +6.8% | -7.6% | -0.8% |
| 3Y | +85.0% | +75.5% | +9.5% | +85.6% |
| All | +204.3% | +66.1% | +138.2% | +210.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling