+24.4%
IOT vs CLX
-36.5%
+60.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | -0.1% |
| 7D | -4.5% | -5.7% | +1.2% | -4.1% |
| 30D | -2.4% | -17.0% | +14.6% | -1.2% |
| 3M | +19.0% | -9.7% | +28.7% | +19.8% |
| 6M | +19.6% | -19.8% | +39.5% | +22.9% |
| YTD | +8.3% | -9.8% | +18.1% | +8.9% |
| 1Y | -0.8% | -26.2% | +25.4% | +3.2% |
| 3Y | +24.4% | -36.2% | +60.6% | +36.0% |
| All | +24.4% | -36.5% | +60.9% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling