+62.6%
IOT vs CFG
+80.3%
-17.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.5% |
| 7D | +2.8% | +2.7% | +0.1% | +1.3% |
| 30D | -1.8% | -3.7% | +1.9% | 0.0% |
| 3M | +17.9% | +9.5% | +8.4% | +11.7% |
| 6M | +13.5% | +22.2% | -8.7% | +0.1% |
| YTD | +13.3% | +22.3% | -9.1% | -1.1% |
| 1Y | -3.3% | +39.4% | -42.8% | -21.9% |
| 3Y | +31.3% | +188.5% | -157.1% | -32.9% |
| All | +62.6% | +80.3% | -17.7% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling