-0.8%
IOT vs CRL
+80.5%
-81.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | -4.5% | -3.5% | -1.0% | -3.8% |
| 30D | -2.4% | -2.1% | -0.3% | -2.1% |
| 3M | +19.0% | +48.0% | -29.0% | +6.9% |
| 6M | +19.6% | +64.7% | -45.1% | +4.1% |
| YTD | +8.3% | +39.5% | -31.2% | -0.5% |
| 1Y | -0.8% | +74.2% | -75.0% | -16.2% |
| All | -0.8% | +80.5% | -81.3% | -16.2% |
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