+62.6%
IOT vs CP
+30.0%
+32.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +2.8% | +2.4% | +0.4% | +1.3% |
| 30D | -1.8% | -0.5% | -1.3% | -1.5% |
| 3M | +17.9% | +1.4% | +16.5% | +16.9% |
| 6M | +13.5% | +10.3% | +3.2% | +5.1% |
| YTD | +13.3% | +24.3% | -11.0% | -4.9% |
| 1Y | -3.3% | +20.4% | -23.8% | -16.9% |
| 3Y | +31.3% | +21.8% | +9.6% | +8.0% |
| All | +62.6% | +30.0% | +32.6% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling