+0.1%
IOT vs CF
+65.9%
-65.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.8% | -6.5% | -3.6% |
| 7D | +5.1% | -0.8% | +5.9% | +5.1% |
| 30D | -3.0% | +14.3% | -17.3% | -2.9% |
| 3M | +15.0% | +27.9% | -12.9% | +14.6% |
| 6M | +13.1% | +25.5% | -12.4% | +10.9% |
| YTD | +9.0% | +81.2% | -72.2% | +12.8% |
| 1Y | +0.1% | +66.5% | -66.4% | +4.8% |
| All | +0.1% | +65.9% | -65.8% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling