+75.1%
CTVA vs IOT
+24.0%
+51.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -4.7% | -0.8% | -3.9% | -4.6% |
| 30D | +11.1% | -4.7% | +15.7% | +11.3% |
| 3M | +13.7% | +17.8% | -4.1% | +12.0% |
| 6M | +11.2% | +16.8% | -5.6% | +9.3% |
| YTD | +26.9% | +8.4% | +18.5% | +25.0% |
| 1Y | +18.8% | -0.8% | +19.6% | +17.7% |
| All | +75.1% | +24.0% | +51.1% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling