+109.7%
DE vs IOT
+55.2%
+54.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.2% |
| 7D | -3.0% | +5.1% | -8.1% | -3.4% |
| 30D | +11.1% | -3.0% | +14.2% | +11.3% |
| 3M | +17.6% | +15.0% | +2.6% | +15.9% |
| 6M | +13.6% | +13.1% | +0.4% | +11.7% |
| YTD | +46.3% | +9.0% | +37.2% | +43.6% |
| 1Y | +44.2% | +0.1% | +44.0% | +42.3% |
| 3Y | +76.6% | +26.4% | +50.1% | +66.3% |
| All | +109.7% | +55.2% | +54.4% | +78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling