+29.2%
DAL vs IOT
-4.9%
+34.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +3.4% | +2.8% | +0.6% | +3.1% |
| 30D | -13.6% | -1.8% | -11.8% | -13.5% |
| 3M | +1.2% | +17.9% | -16.7% | -0.6% |
| 6M | +34.5% | +13.5% | +20.9% | +32.9% |
| YTD | +14.7% | +13.3% | +1.4% | +15.2% |
| 1Y | +29.2% | -3.3% | +32.6% | +32.2% |
| All | +29.2% | -4.9% | +34.2% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling