-18.9%
DIS vs IOT
+65.9%
-84.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | +0.9% | +0.6% | +0.3% | +0.8% |
| 30D | +8.9% | +0.1% | +8.8% | +8.8% |
| 3M | +14.5% | +5.0% | +9.5% | +13.2% |
| 6M | +12.2% | +47.0% | -34.8% | +5.0% |
| YTD | +4.7% | +16.6% | -11.8% | +0.2% |
| 1Y | +2.8% | +4.8% | -1.9% | -0.2% |
| 3Y | +38.1% | +72.2% | -34.0% | +18.3% |
| All | -18.9% | +65.9% | -84.9% | -38.9% |
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