+67.4%
IOT vs CFG
+69.4%
-2.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +0.9% | +3.2% | -2.3% | -0.7% |
| 30D | +1.4% | +5.1% | -3.8% | -1.2% |
| 3M | +0.5% | -11.2% | +11.8% | +6.8% |
| 6M | +50.3% | +9.6% | +40.7% | +41.5% |
| YTD | +16.7% | +15.0% | +1.7% | +5.2% |
| 1Y | +6.8% | +29.9% | -23.0% | -10.4% |
| 3Y | +75.5% | +192.1% | -116.6% | -11.3% |
| All | +67.4% | +69.4% | -2.0% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling