-29.8%
IOT vs CYCU
-99.9%
+70.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.1% |
| 7D | -0.5% | +1.2% | -1.7% | -0.4% |
| 30D | +1.0% | -31.5% | +32.5% | +0.7% |
| 3M | +10.9% | -62.0% | +73.0% | +10.2% |
| 6M | +39.9% | -67.4% | +107.3% | +51.1% |
| YTD | +20.8% | -88.6% | +109.3% | +35.3% |
| 1Y | +10.6% | -88.5% | +99.1% | +22.0% |
| All | -29.8% | -99.9% | +70.1% | +1.8% |
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