-5.7%
DT vs IOT
+8.2%
-13.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.7% | -2.3% |
| 7D | -25.5% | -0.5% | -25.1% | -25.3% |
| 30D | -22.3% | +1.0% | -23.3% | -22.7% |
| 3M | +2.3% | +10.9% | -8.6% | -2.9% |
| 6M | +20.7% | +39.9% | -19.2% | +1.6% |
| YTD | +7.9% | +20.8% | -12.8% | -9.2% |
| 1Y | -5.7% | +10.6% | -16.3% | -21.2% |
| All | -5.7% | +8.2% | -13.9% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling