+55.4%
IOT vs CP
+27.3%
+28.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -4.5% | -2.6% | -1.9% | -3.0% |
| 30D | -2.4% | -3.7% | +1.3% | -0.1% |
| 3M | +19.0% | +0.1% | +18.8% | +18.9% |
| 6M | +19.6% | +7.8% | +11.8% | +12.3% |
| YTD | +8.3% | +21.7% | -13.4% | -7.9% |
| 1Y | -0.8% | +18.6% | -19.4% | -14.0% |
| 3Y | +24.4% | +17.5% | +6.9% | +4.8% |
| All | +55.4% | +27.3% | +28.1% | +30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling