-52.7%
DOCS vs IOT
+61.4%
-114.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.7% | -6.5% | -4.2% |
| 7D | -1.4% | -2.3% | +0.9% | -0.7% |
| 30D | +21.8% | +3.8% | +18.0% | +20.7% |
| 3M | +27.3% | +14.2% | +13.1% | +20.8% |
| 6M | -0.3% | +40.1% | -40.5% | -14.0% |
| YTD | -40.5% | +13.4% | -53.9% | -44.9% |
| 1Y | -61.5% | +12.2% | -73.7% | -65.0% |
| 3Y | +8.2% | +30.0% | -21.8% | -16.1% |
| All | -52.7% | +61.4% | -114.1% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling