+55.6%
IOT vs CHD
+1.4%
+54.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.1% |
| 3M | +17.8% | -4.0% | +21.8% | +17.6% |
| 6M | +16.8% | -6.5% | +23.4% | +16.9% |
| YTD | +8.4% | +13.1% | -4.7% | +9.0% |
| 1Y | -0.8% | +2.3% | -3.1% | -0.6% |
| 3Y | +25.7% | +1.8% | +24.0% | +24.6% |
| All | +55.6% | +1.4% | +54.2% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling