-0.8%
IOT vs CAPR
+37.0%
-37.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -4.5% | -11.0% | +6.4% | -4.5% |
| 30D | -2.4% | +99.8% | -102.2% | -2.8% |
| 3M | +19.0% | -66.6% | +85.5% | +19.3% |
| 6M | +19.6% | -75.1% | +94.7% | +20.3% |
| YTD | +8.3% | -71.0% | +79.3% | +8.6% |
| 1Y | -0.8% | +30.0% | -30.8% | -1.2% |
| All | -0.8% | +37.0% | -37.8% | -1.2% |
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