+31.7%
CVS vs IOT
-1.5%
+33.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -2.0% | -0.8% | -1.2% | -2.0% |
| 30D | +1.9% | -4.7% | +6.6% | +1.6% |
| 3M | -2.2% | +17.8% | -20.0% | -0.5% |
| 6M | +26.7% | +16.8% | +9.9% | +30.1% |
| YTD | +22.9% | +8.4% | +14.4% | +27.5% |
| All | +31.7% | -1.5% | +33.1% | +36.4% |
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