-34.1%
IOT vs CYCU
-99.9%
+65.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +3.7% |
| 7D | -2.3% | -8.1% | +5.7% | -2.4% |
| 30D | +3.8% | -43.0% | +46.8% | +3.4% |
| 3M | +14.2% | -50.8% | +65.0% | +23.4% |
| 6M | +40.1% | -74.1% | +114.2% | +54.0% |
| YTD | +13.4% | -84.0% | +97.4% | +27.3% |
| 1Y | +12.2% | -92.2% | +104.4% | +22.3% |
| All | -34.1% | -99.9% | +65.8% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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