+55.4%
IOT vs DD
+43.1%
+12.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -4.5% | -3.5% | -1.0% | -2.4% |
| 30D | -2.4% | -11.7% | +9.2% | +5.3% |
| 3M | +19.0% | -9.2% | +28.2% | +25.8% |
| 6M | +19.6% | -7.2% | +26.8% | +22.0% |
| YTD | +8.3% | +6.6% | +1.7% | -1.6% |
| 1Y | -0.8% | +32.0% | -32.8% | -23.7% |
| 3Y | +24.4% | +42.1% | -17.7% | -14.7% |
| All | +55.4% | +43.1% | +12.2% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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