+62.6%
IOT vs CVE
+217.3%
-154.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -0.7% |
| 7D | +2.8% | +0.2% | +2.6% | +2.7% |
| 30D | -1.8% | +17.5% | -19.3% | -5.7% |
| 3M | +17.9% | +16.2% | +1.7% | +12.7% |
| 6M | +13.5% | +47.8% | -34.2% | +0.9% |
| YTD | +13.3% | +98.5% | -85.2% | -8.4% |
| 1Y | -3.3% | +109.8% | -113.1% | -23.3% |
| 3Y | +31.3% | +75.5% | -44.1% | +6.1% |
| All | +62.6% | +217.3% | -154.8% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling