-41.0%
DOCS vs IOT
+69.6%
-110.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -1.9% | 0.0% |
| 7D | 0.0% | +0.8% | -0.8% | -0.2% |
| 30D | +7.8% | +1.6% | +6.1% | +7.1% |
| 3M | +20.0% | +3.3% | +16.7% | +17.8% |
| 6M | +26.5% | +42.0% | -15.5% | +9.8% |
| YTD | -25.8% | +19.1% | -44.9% | -32.8% |
| 1Y | -39.5% | +8.8% | -48.2% | -43.9% |
| 3Y | +60.3% | +79.2% | -18.9% | +8.7% |
| All | -41.0% | +69.6% | -110.6% | -67.3% |
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