+55.4%
IOT vs CGNX
-12.6%
+68.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -1.7% |
| 7D | -4.5% | +3.2% | -7.7% | -5.7% |
| 30D | -2.4% | +6.0% | -8.4% | -5.0% |
| 3M | +19.0% | +3.5% | +15.4% | +15.1% |
| 6M | +19.6% | +26.3% | -6.7% | +4.5% |
| YTD | +8.3% | +79.2% | -71.0% | -25.6% |
| 1Y | -0.8% | +43.8% | -44.6% | -23.6% |
| 3Y | +24.4% | +52.0% | -27.5% | -16.1% |
| All | +55.4% | -12.6% | +68.0% | +114.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling