+12.2%
IOT vs CP
+19.9%
-7.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.8% |
| 7D | -2.3% | -2.7% | +0.3% | -2.5% |
| 30D | +3.8% | +0.2% | +3.6% | +3.8% |
| 3M | +14.2% | +2.6% | +11.6% | +14.8% |
| 6M | +40.1% | +6.0% | +34.1% | +43.5% |
| YTD | +13.4% | +24.9% | -11.5% | +12.1% |
| 1Y | +12.2% | +20.1% | -7.9% | +13.9% |
| All | +12.2% | +19.9% | -7.8% | +13.9% |
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