-40.4%
DOCS vs IOT
+65.0%
-105.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -2.8% |
| 7D | -1.3% | -1.3% | 0.0% | -0.8% |
| 30D | +19.4% | -1.6% | +21.0% | +20.1% |
| 3M | +53.4% | +6.1% | +47.3% | +50.0% |
| 6M | +28.8% | +34.9% | -6.2% | +13.8% |
| YTD | -25.1% | +15.9% | -41.0% | -31.5% |
| 1Y | -48.1% | +6.0% | -54.2% | -51.5% |
| 3Y | +51.4% | +64.2% | -12.8% | +6.4% |
| All | -40.4% | +65.0% | -105.5% | -66.6% |
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