+55.6%
IOT vs CF
+140.6%
-85.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.2% |
| 7D | -0.8% | -2.0% | +1.2% | -0.6% |
| 30D | -4.7% | +15.3% | -19.9% | -6.8% |
| 3M | +17.8% | +24.3% | -6.5% | +13.4% |
| 6M | +16.8% | +23.9% | -7.1% | +11.0% |
| YTD | +8.4% | +77.3% | -68.8% | -3.3% |
| 1Y | -0.8% | +58.7% | -59.5% | -9.9% |
| 3Y | +25.7% | +72.8% | -47.1% | +10.5% |
| All | +55.6% | +140.6% | -85.0% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling