+8.9%
CRCL vs IOT
-19.0%
+27.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -11.2% | -4.5% | -6.7% | -9.6% |
| 30D | +27.1% | -2.4% | +29.5% | +28.3% |
| 3M | +9.6% | +19.0% | -9.3% | +1.4% |
| 6M | -19.7% | +19.6% | -39.3% | -26.7% |
| YTD | +14.2% | +8.3% | +6.0% | +4.0% |
| 1Y | -32.2% | -0.8% | -31.4% | -35.5% |
| All | +8.9% | -19.0% | +27.9% | +21.3% |
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