+67.4%
IOT vs CP
+34.6%
+32.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | +0.9% | +2.1% | -1.2% | -0.4% |
| 30D | +1.4% | +9.3% | -8.0% | -4.1% |
| 3M | +0.5% | +0.5% | +0.1% | +0.2% |
| 6M | +50.3% | +10.4% | +39.9% | +40.7% |
| YTD | +16.7% | +28.7% | -12.0% | -4.1% |
| 1Y | +6.8% | +33.2% | -26.4% | -14.4% |
| 3Y | +75.5% | +38.4% | +37.0% | +31.5% |
| All | +67.4% | +34.6% | +32.9% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling