+55.4%
IOT vs CPB
-41.2%
+96.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.1% |
| 7D | -4.5% | -1.8% | -2.8% | -4.6% |
| 30D | -2.4% | -7.1% | +4.6% | -2.7% |
| 3M | +19.0% | -6.0% | +25.0% | +18.6% |
| 6M | +19.6% | -5.3% | +24.9% | +19.3% |
| YTD | +8.3% | -20.8% | +29.1% | +5.9% |
| 1Y | -0.8% | -33.8% | +33.0% | -5.6% |
| 3Y | +24.4% | -43.7% | +68.1% | +15.9% |
| All | +55.4% | -41.2% | +96.6% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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