+55.6%
IOT vs CRS
+1,527.1%
-1,471.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | -0.8% | -4.1% | +3.3% | +0.6% |
| 30D | -4.7% | -16.6% | +11.9% | +1.1% |
| 3M | +17.8% | -14.3% | +32.0% | +22.3% |
| 6M | +16.8% | +11.6% | +5.2% | +8.5% |
| YTD | +8.4% | +42.6% | -34.1% | -9.5% |
| 1Y | -0.8% | +81.8% | -82.6% | -26.6% |
| 3Y | +25.7% | +632.1% | -606.3% | -48.9% |
| All | +55.6% | +1,527.1% | -1,471.5% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 all: compounded portfolio wealth divided by compounded CRS 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…
all analysis · Full analysis span regression · 6 months rolling