+43.3%
DIS vs IOT
+62.4%
-19.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +5.2% | -2.6% | +7.8% | +5.5% |
| 30D | +11.5% | +1.2% | +10.3% | +11.3% |
| 3M | +11.5% | +7.2% | +4.3% | +10.4% |
| 6M | +8.9% | +41.7% | -32.8% | +4.2% |
| YTD | +3.4% | +15.6% | -12.2% | +0.4% |
| 1Y | +7.2% | +7.6% | -0.4% | +4.6% |
| 3Y | +43.3% | +69.8% | -26.4% | +36.9% |
| All | +43.3% | +62.4% | -19.1% | +36.9% |
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 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