+71.0%
IOT vs CVE
+172.9%
-101.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.3% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +1.5% | -10.8% | +12.3% | +3.9% |
| 3M | +4.8% | -4.3% | +9.1% | +5.3% |
| 6M | +45.3% | -1.5% | +46.8% | +43.8% |
| YTD | +19.2% | +70.7% | -51.6% | -0.5% |
| 1Y | +6.1% | +58.1% | -52.0% | -9.5% |
| 3Y | +76.0% | +69.8% | +6.2% | +42.1% |
| All | +71.0% | +172.9% | -101.9% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling