+10.6%
IOT vs D
+23.9%
-13.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.4% | -0.3% | +5.1% |
| 7D | -0.5% | +8.5% | -9.0% | +1.5% |
| 30D | +1.0% | +14.3% | -13.3% | +4.5% |
| 3M | +10.9% | +1.8% | +9.1% | +10.5% |
| 6M | +39.9% | +13.0% | +26.9% | +43.8% |
| YTD | +20.8% | +22.7% | -2.0% | +35.3% |
| 1Y | +10.6% | +22.6% | -12.0% | +24.6% |
| All | +10.6% | +23.9% | -13.3% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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