-16.0%
DT vs IOT
+61.2%
-77.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -4.9% | +2.8% | -7.7% | -5.8% |
| 30D | +2.7% | -1.8% | +4.5% | +3.2% |
| 3M | +20.0% | +17.9% | +2.1% | +12.7% |
| 6M | +28.0% | +13.5% | +14.5% | +21.3% |
| YTD | +16.0% | +13.3% | +2.8% | +9.0% |
| 1Y | +0.7% | -3.3% | +4.0% | -1.6% |
| 3Y | +6.2% | +31.3% | -25.2% | -13.0% |
| All | -16.0% | +61.2% | -77.3% | -46.3% |
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 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