+27.2%
DLR vs IOT
+54.4%
-27.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.9% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | -2.9% | -4.7% | +1.8% | -2.4% |
| 3M | +3.2% | +17.8% | -14.5% | +0.5% |
| 6M | +3.9% | +16.8% | -13.0% | +0.6% |
| YTD | +21.4% | +8.4% | +13.0% | +18.0% |
| 1Y | +9.7% | -0.8% | +10.5% | +7.6% |
| 3Y | +56.5% | +25.7% | +30.8% | +43.2% |
| All | +27.2% | +54.4% | -27.2% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling