+4.3%
DT vs IOT
+24.7%
-20.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.4% | +1.8% |
| 7D | -0.5% | +5.1% | -5.6% | -2.1% |
| 30D | +0.1% | -3.0% | +3.1% | +0.9% |
| 3M | +24.1% | +15.0% | +9.1% | +17.9% |
| 6M | +30.1% | +13.1% | +17.0% | +23.5% |
| YTD | +16.8% | +9.0% | +7.7% | +10.7% |
| 1Y | -0.1% | +0.1% | -0.2% | -3.9% |
| All | +4.3% | +24.7% | -20.4% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling