+9.1%
COR vs IOT
-1.2%
+10.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -4.8% | -0.8% | -4.0% | -4.8% |
| 30D | -3.7% | -4.7% | +1.0% | -3.7% |
| 3M | +14.3% | +17.8% | -3.4% | +14.1% |
| 6M | -8.5% | +16.8% | -25.3% | -9.1% |
| YTD | -4.4% | +8.4% | -12.8% | -5.1% |
| 1Y | +9.1% | -0.8% | +9.9% | +8.6% |
| All | +9.1% | -1.2% | +10.4% | +8.6% |
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 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