+55.4%
IOT vs CG
-5.4%
+60.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.9% |
| 7D | -4.5% | -9.9% | +5.3% | +2.0% |
| 30D | -2.4% | -11.7% | +9.2% | +5.5% |
| 3M | +19.0% | -4.3% | +23.3% | +20.9% |
| 6M | +19.6% | -8.8% | +28.4% | +23.9% |
| YTD | +8.3% | -26.9% | +35.1% | +28.5% |
| 1Y | -0.8% | -35.4% | +34.6% | +27.9% |
| 3Y | +24.4% | +43.0% | -18.6% | -19.0% |
| All | +55.4% | -5.4% | +60.8% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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