+65.9%
IOT vs CVE
+163.7%
-97.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -2.6% | -16.1% | +13.5% | +1.3% |
| 30D | +1.2% | -10.4% | +11.5% | +3.4% |
| 3M | +7.2% | -2.4% | +9.6% | +7.1% |
| 6M | +41.7% | -4.4% | +46.1% | +41.1% |
| YTD | +15.6% | +64.9% | -49.3% | -2.7% |
| 1Y | +7.6% | +66.0% | -58.5% | -9.8% |
| 3Y | +69.8% | +57.7% | +12.1% | +39.7% |
| All | +65.9% | +163.7% | -97.8% | -3.7% |
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