+67.8%
IOT vs CF
+117.9%
-50.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.2% |
| 7D | +0.8% | +4.8% | -3.9% | +0.1% |
| 30D | -0.2% | +9.7% | -9.9% | -1.6% |
| 3M | +4.0% | +1.2% | +2.7% | +3.3% |
| 6M | +39.4% | +7.4% | +32.0% | +36.5% |
| YTD | +16.9% | +60.5% | -43.6% | +5.5% |
| 1Y | +4.1% | +50.7% | -46.7% | -5.1% |
| 3Y | +72.7% | +64.8% | +7.9% | +52.3% |
| All | +67.8% | +117.9% | -50.1% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling