-0.8%
IOT vs CVE
+107.0%
-107.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.6% |
| 7D | -0.8% | +1.6% | -2.4% | -0.7% |
| 30D | -4.7% | +11.7% | -16.4% | -3.8% |
| 3M | +17.8% | +18.2% | -0.4% | +19.3% |
| 6M | +16.8% | +48.8% | -32.0% | +17.3% |
| YTD | +8.4% | +99.4% | -91.0% | +4.6% |
| 1Y | -0.8% | +97.9% | -98.7% | -1.8% |
| All | -0.8% | +107.0% | -107.8% | -1.8% |
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 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