+10.6%
IOT vs CLX
-6.5%
+17.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.7% | -1.6% | +4.2% |
| 7D | -0.5% | +14.2% | -14.7% | -0.2% |
| 30D | +1.0% | +22.7% | -21.7% | +1.4% |
| 3M | +10.9% | -2.8% | +13.7% | +10.4% |
| 6M | +39.9% | +17.7% | +22.2% | +43.6% |
| YTD | +20.8% | +3.3% | +17.4% | +20.0% |
| 1Y | +10.6% | -5.6% | +16.2% | +15.6% |
| All | +10.6% | -6.5% | +17.1% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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