+6.0%
IOT vs CGNX
+19.2%
-13.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -10.5% | +6.5% | -4.5% |
| 7D | -1.3% | -19.5% | +18.1% | -2.4% |
| 30D | -1.6% | -28.4% | +26.9% | -3.3% |
| 3M | +6.1% | -32.7% | +38.8% | +3.9% |
| 6M | +34.9% | -19.0% | +54.0% | +34.2% |
| YTD | +15.9% | +32.6% | -16.7% | +6.4% |
| 1Y | +6.0% | +18.0% | -12.0% | +7.4% |
| All | +6.0% | +19.2% | -13.2% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling