+55.4%
IOT vs CFG
+81.5%
-26.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.8% |
| 7D | -4.5% | -0.4% | -4.1% | -4.3% |
| 30D | -2.4% | -4.6% | +2.2% | -0.1% |
| 3M | +19.0% | +6.7% | +12.3% | +14.3% |
| 6M | +19.6% | +22.1% | -2.5% | +5.6% |
| YTD | +8.3% | +23.2% | -14.9% | -5.8% |
| 1Y | -0.8% | +40.3% | -41.1% | -20.1% |
| 3Y | +24.4% | +187.9% | -163.5% | -36.4% |
| All | +55.4% | +81.5% | -26.2% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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