-34.8%
DOCS vs IOT
+6.0%
-40.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +1.8% |
| 7D | -4.2% | -1.3% | -2.9% | -3.7% |
| 30D | +8.6% | +1.5% | +7.1% | +8.0% |
| 3M | +27.2% | +4.8% | +22.5% | +24.6% |
| 6M | +26.5% | +45.3% | -18.8% | +14.1% |
| YTD | -25.0% | +19.2% | -44.1% | -30.8% |
| All | -34.8% | +6.0% | -40.8% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling