-10.0%
CRM vs IOT
+8.2%
-18.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +0.2% |
| 7D | -6.2% | -0.5% | -5.7% | -6.0% |
| 30D | -1.2% | +1.0% | -2.2% | -1.9% |
| 3M | +19.1% | +10.9% | +8.2% | +12.4% |
| 6M | +23.0% | +39.9% | -16.9% | +3.6% |
| YTD | -13.7% | +20.8% | -34.4% | -24.7% |
| 1Y | -10.0% | +10.6% | -20.5% | -19.8% |
| All | -10.0% | +8.2% | -18.1% | -19.8% |
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