+56.5%
IOT vs DD
+44.2%
+12.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -2.1% |
| 7D | +5.1% | -3.8% | +8.8% | +7.6% |
| 30D | -3.0% | -9.2% | +6.2% | +2.9% |
| 3M | +15.0% | -9.0% | +24.0% | +21.2% |
| 6M | +13.1% | -5.0% | +18.1% | +13.5% |
| YTD | +9.0% | +7.4% | +1.6% | -1.4% |
| 1Y | +0.1% | +35.1% | -35.0% | -24.3% |
| 3Y | +26.4% | +43.2% | -16.8% | -13.7% |
| All | +56.5% | +44.2% | +12.3% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling