+1.5%
DOCN vs IOT
+66.5%
-65.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.4% |
| 7D | -12.1% | +0.8% | -13.0% | -12.3% |
| 30D | -41.0% | -0.2% | -40.8% | -40.9% |
| 3M | -38.7% | +4.0% | -42.7% | -40.6% |
| 6M | -51.5% | +39.4% | -90.9% | -61.1% |
| YTD | +65.3% | +16.9% | +48.3% | +39.4% |
| 1Y | +53.9% | +4.1% | +49.8% | +37.2% |
| 3Y | +215.6% | +72.7% | +142.8% | +91.7% |
| All | +1.5% | +66.5% | -65.0% | -48.1% |
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