+55.6%
IOT vs CP
+26.7%
+28.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | +0.3% |
| 7D | -0.8% | -2.7% | +1.9% | +0.9% |
| 30D | -4.7% | -3.4% | -1.3% | -2.7% |
| 3M | +17.8% | -0.6% | +18.4% | +18.2% |
| 6M | +16.8% | +6.3% | +10.5% | +10.7% |
| YTD | +8.4% | +21.2% | -12.7% | -7.5% |
| 1Y | -0.8% | +20.0% | -20.8% | -14.9% |
| 3Y | +25.7% | +18.7% | +7.0% | +5.0% |
| All | +55.6% | +26.7% | +28.9% | +31.1% |
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