+67.8%
IOT vs CVE
+165.8%
-98.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +0.8% | -10.0% | +10.8% | +3.2% |
| 30D | -0.2% | -11.9% | +11.6% | +2.4% |
| 3M | +4.0% | -5.9% | +9.9% | +4.9% |
| 6M | +39.4% | -1.6% | +40.9% | +37.8% |
| YTD | +16.9% | +66.3% | -49.3% | -1.8% |
| 1Y | +4.1% | +57.5% | -53.4% | -11.2% |
| 3Y | +72.7% | +65.4% | +7.3% | +40.3% |
| All | +67.8% | +165.8% | -98.0% | -2.8% |
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