+55.4%
IOT vs CNH
+0.8%
+54.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.4% |
| 7D | -4.5% | -5.7% | +1.2% | -2.6% |
| 30D | -2.4% | +26.6% | -29.0% | -11.7% |
| 3M | +19.0% | +31.1% | -12.1% | +5.4% |
| 6M | +19.6% | +24.9% | -5.2% | +5.3% |
| YTD | +8.3% | +48.7% | -40.4% | -14.5% |
| 1Y | -0.8% | +22.2% | -23.0% | -13.2% |
| 3Y | +24.4% | +7.4% | +17.0% | +11.3% |
| All | +55.4% | +0.8% | +54.6% | +47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling