+98.5%
DAL vs IOT
+29.8%
+68.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.1% |
| 7D | +0.1% | -2.3% | +2.5% | +0.5% |
| 30D | -13.9% | +3.8% | -17.7% | -14.7% |
| 3M | +1.1% | +14.2% | -13.1% | -2.4% |
| 6M | +26.2% | +40.1% | -13.9% | +14.3% |
| YTD | +16.4% | +13.4% | +3.0% | +10.6% |
| 1Y | +33.9% | +12.2% | +21.7% | +26.2% |
| All | +98.5% | +29.8% | +68.6% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling