+10.6%
IOT vs CP
+35.2%
-24.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.5% | +0.6% | +4.1% |
| 7D | -0.5% | +5.6% | -6.0% | -0.5% |
| 30D | +1.0% | +10.0% | -9.0% | +1.1% |
| 3M | +10.9% | +4.4% | +6.5% | +10.7% |
| 6M | +39.9% | +14.1% | +25.8% | +43.3% |
| YTD | +20.8% | +29.1% | -8.3% | +21.8% |
| 1Y | +10.6% | +34.6% | -24.0% | +6.7% |
| All | +10.6% | +35.2% | -24.7% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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