+29.3%
DLR vs IOT
+61.4%
-32.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.1% |
| 7D | +1.6% | -2.3% | +3.9% | +1.8% |
| 30D | -3.4% | +3.8% | -7.2% | -3.9% |
| 3M | +0.5% | +14.2% | -13.7% | -1.7% |
| 6M | +4.6% | +40.1% | -35.6% | -1.6% |
| YTD | +23.4% | +13.4% | +10.0% | +19.3% |
| 1Y | +19.0% | +12.2% | +6.9% | +14.6% |
| 3Y | +56.5% | +30.0% | +26.6% | +42.7% |
| All | +29.3% | +61.4% | -32.2% | +4.8% |
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