+30.1%
IOT vs CVE
+71.6%
-41.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.1% | +4.0% |
| 7D | -2.3% | +2.5% | -4.8% | -2.8% |
| 30D | +3.8% | +16.7% | -12.9% | +1.0% |
| 3M | +14.2% | +9.3% | +4.9% | +12.0% |
| 6M | +40.1% | +43.6% | -3.5% | +28.1% |
| YTD | +13.4% | +93.6% | -80.2% | -4.8% |
| 1Y | +12.2% | +98.8% | -86.6% | -6.8% |
| All | +30.1% | +71.6% | -41.6% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling