+55.4%
IOT vs CRL
-21.6%
+76.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.9% |
| 7D | -4.5% | -3.5% | -1.0% | -3.2% |
| 30D | -2.4% | -2.1% | -0.3% | -1.8% |
| 3M | +19.0% | +48.0% | -29.0% | -0.1% |
| 6M | +19.6% | +64.7% | -45.1% | -5.3% |
| YTD | +8.3% | +39.5% | -31.2% | -8.5% |
| 1Y | -0.8% | +74.2% | -75.0% | -24.6% |
| 3Y | +24.4% | +39.4% | -15.0% | -3.2% |
| All | +55.4% | -21.6% | +76.9% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling