+55.6%
IOT vs CPB
-41.4%
+97.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.7% |
| 7D | -0.8% | -5.4% | +4.6% | -1.0% |
| 30D | -4.7% | -7.8% | +3.2% | -4.9% |
| 3M | +17.8% | -6.9% | +24.7% | +17.3% |
| 6M | +16.8% | -12.2% | +29.0% | +15.7% |
| YTD | +8.4% | -21.1% | +29.5% | +6.0% |
| 1Y | -0.8% | -33.5% | +32.7% | -5.5% |
| 3Y | +25.7% | -43.2% | +68.9% | +17.5% |
| All | +55.6% | -41.4% | +97.0% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling