+4.8%
IOT vs CF
+53.7%
-48.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.5% | -2.1% |
| 7D | +0.6% | +5.4% | -4.8% | +0.8% |
| 30D | +0.1% | +6.5% | -6.4% | +0.6% |
| 3M | +5.0% | +4.6% | +0.4% | +5.0% |
| 6M | +47.0% | -3.3% | +50.4% | +47.6% |
| YTD | +16.6% | +63.9% | -47.3% | +26.5% |
| 1Y | +4.8% | +50.4% | -45.7% | +12.2% |
| All | +4.8% | +53.7% | -48.9% | +12.2% |
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 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