+56.5%
IOT vs CLX
-38.7%
+95.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.6% | -3.6% |
| 7D | +5.1% | -4.9% | +10.0% | +5.4% |
| 30D | -3.0% | -15.8% | +12.8% | -1.9% |
| 3M | +15.0% | -7.9% | +22.9% | +15.6% |
| 6M | +13.1% | -19.0% | +32.2% | +15.4% |
| YTD | +9.0% | -7.9% | +17.0% | +9.5% |
| 1Y | +0.1% | -25.4% | +25.5% | +2.9% |
| 3Y | +26.4% | -35.0% | +61.4% | +30.4% |
| All | +56.5% | -38.7% | +95.2% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling