+56.5%
IOT vs CVE
+219.9%
-163.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.9% |
| 7D | +5.1% | +2.0% | +3.1% | +4.5% |
| 30D | -3.0% | +13.2% | -16.2% | -6.0% |
| 3M | +15.0% | +21.7% | -6.7% | +8.6% |
| 6M | +13.1% | +48.4% | -35.2% | +0.4% |
| YTD | +9.0% | +100.1% | -91.1% | -12.0% |
| 1Y | +0.1% | +107.8% | -107.7% | -20.3% |
| 3Y | +26.4% | +76.9% | -50.5% | +2.0% |
| All | +56.5% | +219.9% | -163.4% | -12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling