+10.6%
IOT vs CNH
+15.2%
-4.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | -0.5% | +6.5% | -6.9% | +0.3% |
| 30D | +1.0% | -12.0% | +12.9% | -0.7% |
| 3M | +10.9% | +4.4% | +6.5% | +12.8% |
| 6M | +39.9% | +15.7% | +24.2% | +46.7% |
| YTD | +20.8% | +28.2% | -7.5% | +16.5% |
| 1Y | +10.6% | +14.8% | -4.2% | +11.2% |
| All | +10.6% | +15.2% | -4.7% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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