+46.1%
DE vs IOT
+8.2%
+37.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +1.8% |
| 7D | +5.6% | -0.5% | +6.1% | +5.6% |
| 30D | -0.8% | +1.0% | -1.8% | -0.8% |
| 3M | +9.8% | +10.9% | -1.1% | +10.8% |
| 6M | +17.5% | +39.9% | -22.4% | +21.3% |
| YTD | +46.5% | +20.8% | +25.7% | +49.8% |
| 1Y | +46.1% | +10.6% | +35.5% | +47.7% |
| All | +46.1% | +8.2% | +37.9% | +47.7% |
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