-18.4%
DIS vs IOT
+66.1%
-84.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.9% | +0.9% | +1.0% | +1.8% |
| 30D | +9.2% | +1.4% | +7.8% | +8.8% |
| 3M | +13.5% | +0.5% | +13.0% | +13.0% |
| 6M | +14.3% | +50.3% | -36.0% | +6.5% |
| YTD | +5.4% | +16.7% | -11.3% | +0.9% |
| 1Y | +12.2% | +6.8% | +5.3% | +8.5% |
| 3Y | +37.2% | +75.5% | -38.3% | +17.1% |
| All | -18.4% | +66.1% | -84.5% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling