+58.3%
DLR vs IOT
+24.7%
+33.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.1% |
| 7D | +2.9% | +5.1% | -2.2% | +2.4% |
| 30D | -1.2% | -3.0% | +1.9% | -1.0% |
| 3M | +2.9% | +15.0% | -12.0% | +0.9% |
| 6M | +6.7% | +13.1% | -6.5% | +4.2% |
| YTD | +23.9% | +9.0% | +14.8% | +21.1% |
| 1Y | +18.6% | +0.1% | +18.5% | +17.1% |
| All | +58.3% | +24.7% | +33.6% | +41.7% |
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