+24.4%
IOT vs CAG
-39.7%
+64.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -4.5% | -5.7% | +1.2% | -4.8% |
| 30D | -2.4% | -2.4% | 0.0% | -2.6% |
| 3M | +19.0% | +9.8% | +9.2% | +19.8% |
| 6M | +19.6% | -10.8% | +30.5% | +18.3% |
| YTD | +8.3% | -10.8% | +19.1% | +7.9% |
| 1Y | -0.8% | -19.0% | +18.2% | -2.1% |
| 3Y | +24.4% | -39.7% | +64.1% | +19.5% |
| All | +24.4% | -39.7% | +64.1% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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