+161.0%
DAL vs IOT
+75.5%
+85.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -1.1% | +0.9% | -2.0% | -1.2% |
| 30D | +12.8% | +1.4% | +11.5% | +12.5% |
| 3M | -5.3% | +0.5% | -5.8% | -5.8% |
| 6M | +22.4% | +50.3% | -27.9% | +11.1% |
| YTD | +25.6% | +16.7% | +8.9% | +18.8% |
| 1Y | +45.5% | +6.8% | +38.7% | +40.2% |
| 3Y | +161.0% | +75.5% | +85.5% | +131.5% |
| All | +161.0% | +75.5% | +85.5% | +131.5% |
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