+10.6%
IOT vs CAPR
+47.4%
-36.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.3% | -4.1% | +4.1% |
| 7D | -0.5% | +43.2% | -43.6% | -0.6% |
| 30D | +1.0% | +14.7% | -13.7% | +0.9% |
| 3M | +10.9% | +113.9% | -103.0% | +10.5% |
| 6M | +39.9% | -73.4% | +113.3% | +40.6% |
| YTD | +20.8% | -69.1% | +89.9% | +21.1% |
| 1Y | +10.6% | +47.2% | -36.6% | +7.9% |
| All | +10.6% | +47.4% | -36.9% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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