+11.2%
DOCN vs IOT
+69.6%
-58.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.9% | +7.7% | +8.7% |
| 7D | +3.7% | -1.3% | +5.1% | +4.8% |
| 30D | -33.7% | +1.5% | -35.2% | -34.1% |
| 3M | -27.9% | +4.8% | -32.7% | -30.3% |
| 6M | -46.4% | +45.3% | -91.7% | -57.9% |
| YTD | +81.1% | +19.2% | +62.0% | +51.6% |
| 1Y | +74.3% | +6.1% | +68.2% | +54.2% |
| 3Y | +245.8% | +76.0% | +169.8% | +108.5% |
| All | +11.2% | +69.6% | -58.4% | -43.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling