-27.8%
DIS vs IOT
+61.4%
-89.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.5% | -2.3% |
| 7D | -2.6% | -2.3% | -0.2% | -2.3% |
| 30D | +3.5% | +3.8% | -0.3% | +2.7% |
| 3M | +6.8% | +14.2% | -7.4% | +4.2% |
| 6M | +3.0% | +40.1% | -37.1% | -3.5% |
| YTD | -6.7% | +13.4% | -20.1% | -10.1% |
| 1Y | -10.1% | +12.2% | -22.2% | -13.9% |
| 3Y | +33.0% | +30.0% | +3.1% | +19.2% |
| All | -27.8% | +61.4% | -89.2% | -45.2% |
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