+8.9%
DOCS vs IOT
+29.8%
-20.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.7% | -6.5% | -3.9% |
| 7D | -1.4% | -2.3% | +0.9% | -0.9% |
| 30D | +21.8% | +3.8% | +18.0% | +20.9% |
| 3M | +27.3% | +14.2% | +13.1% | +22.4% |
| 6M | -0.3% | +40.1% | -40.5% | -10.5% |
| YTD | -40.5% | +13.4% | -53.9% | -43.6% |
| 1Y | -61.5% | +12.2% | -73.7% | -64.1% |
| All | +8.9% | +29.8% | -20.9% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling