+55.6%
IOT vs CNH
+0.2%
+55.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | +0.5% |
| 7D | -0.8% | -2.5% | +1.7% | 0.0% |
| 30D | -4.7% | +27.0% | -31.7% | -13.9% |
| 3M | +17.8% | +32.6% | -14.8% | +3.8% |
| 6M | +16.8% | +23.6% | -6.7% | +3.3% |
| YTD | +8.4% | +47.8% | -39.4% | -14.2% |
| 1Y | -0.8% | +21.3% | -22.1% | -12.9% |
| 3Y | +25.7% | +7.0% | +18.8% | +12.7% |
| All | +55.6% | +0.2% | +55.4% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling