+10.6%
IOT vs CVE
+73.4%
-62.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -7.6% | +11.8% | +3.3% |
| 7D | -0.5% | -12.1% | +11.6% | -1.8% |
| 30D | +1.0% | -9.8% | +10.8% | 0.0% |
| 3M | +10.9% | -0.7% | +11.6% | +11.6% |
| 6M | +39.9% | -4.3% | +44.2% | +41.2% |
| YTD | +20.8% | +70.6% | -49.8% | +24.3% |
| 1Y | +10.6% | +73.2% | -62.6% | +14.4% |
| All | +10.6% | +73.4% | -62.8% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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