+54.4%
CVS vs IOT
+23.8%
+30.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.2% | -4.5% | +2.4% | -2.2% |
| 30D | -0.1% | -2.4% | +2.4% | -0.1% |
| 3M | -5.2% | +19.0% | -24.2% | -5.0% |
| 6M | +26.9% | +19.6% | +7.3% | +27.3% |
| YTD | +22.1% | +8.3% | +13.8% | +22.8% |
| 1Y | +30.8% | -0.8% | +31.6% | +31.7% |
| 3Y | +54.4% | +24.4% | +30.0% | +50.8% |
| All | +54.4% | +23.8% | +30.5% | +50.8% |
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 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