+16.8%
IOT vs CHD
-6.9%
+23.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.6% |
| 7D | -0.8% | -4.7% | +3.9% | -1.0% |
| 30D | -4.7% | -8.3% | +3.7% | -5.4% |
| 3M | +17.8% | -4.0% | +21.8% | +17.2% |
| 6M | +16.8% | -6.5% | +23.4% | +13.0% |
| All | +16.8% | -6.9% | +23.7% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 6mo: compounded portfolio wealth divided by compounded CHD 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…
6mo analysis · Full analysis span regression · 6 months rolling