+10.6%
IOT vs CRL
+85.3%
-74.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -7.3% | +11.4% | +5.3% |
| 7D | -0.5% | -12.8% | +12.3% | +1.7% |
| 30D | +1.0% | +5.0% | -4.0% | -0.6% |
| 3M | +10.9% | +39.4% | -28.5% | +2.7% |
| 6M | +39.9% | +89.4% | -49.4% | +19.7% |
| YTD | +20.8% | +63.6% | -42.8% | +8.6% |
| 1Y | +10.6% | +83.5% | -72.9% | -5.0% |
| All | +10.6% | +85.3% | -74.8% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling