+10.1%
DOCN vs IOT
+66.1%
-56.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | +19.1% | +0.9% | +18.2% | +18.7% |
| 30D | -21.0% | +1.4% | -22.4% | -21.5% |
| 3M | -34.7% | +0.5% | -35.3% | -35.6% |
| 6M | -45.8% | +50.3% | -96.1% | -58.1% |
| YTD | +79.4% | +16.7% | +62.7% | +51.5% |
| 1Y | +91.0% | +6.8% | +84.2% | +67.9% |
| 3Y | +237.5% | +75.5% | +162.0% | +103.2% |
| All | +10.1% | +66.1% | -56.0% | -43.6% |
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