-28.9%
DOW vs IOT
+61.2%
-90.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -2.9% | +2.8% | -5.7% | -3.3% |
| 30D | +2.0% | -1.8% | +3.7% | +2.0% |
| 3M | -12.5% | +17.9% | -30.4% | -14.5% |
| 6M | -9.2% | +13.5% | -22.7% | -11.3% |
| YTD | +30.8% | +13.3% | +17.5% | +27.1% |
| 1Y | +29.4% | -3.3% | +32.7% | +27.8% |
| 3Y | -34.6% | +31.3% | -65.9% | -39.2% |
| All | -28.9% | +61.2% | -90.2% | -39.9% |
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