+55.6%
IOT vs D
+5.0%
+50.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -0.8% | -1.6% | +0.8% | -0.6% |
| 30D | -4.7% | -3.5% | -1.1% | -4.3% |
| 3M | +17.8% | -1.6% | +19.4% | +17.9% |
| 6M | +16.8% | +5.8% | +11.0% | +15.5% |
| YTD | +8.4% | +14.5% | -6.0% | +5.9% |
| 1Y | -0.8% | +14.2% | -15.0% | -3.3% |
| 3Y | +25.7% | +59.0% | -33.3% | +7.3% |
| All | +55.6% | +5.0% | +50.7% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling