-40.2%
DOCS vs IOT
+66.1%
-106.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +2.6% | +0.9% | +1.6% | +2.2% |
| 30D | +11.4% | +1.4% | +10.1% | +10.8% |
| 3M | +25.4% | +0.5% | +24.9% | +24.3% |
| 6M | +42.5% | +50.3% | -7.8% | +21.2% |
| YTD | -24.7% | +16.7% | -41.4% | -31.3% |
| 1Y | -32.9% | +6.8% | -39.8% | -37.4% |
| 3Y | +39.6% | +75.5% | -35.9% | -4.7% |
| All | -40.2% | +66.1% | -106.3% | -66.5% |
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