+79.2%
IOT vs DECK
-13.9%
+93.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.2% | +1.7% |
| 7D | +0.8% | +6.4% | -5.6% | -1.1% |
| 30D | +1.6% | +9.1% | -7.5% | -1.2% |
| 3M | +3.3% | -7.2% | +10.5% | +5.4% |
| 6M | +42.0% | -9.9% | +51.9% | +45.7% |
| YTD | +19.1% | -12.8% | +31.9% | +20.9% |
| 1Y | +8.8% | +10.6% | -1.8% | +0.5% |
| 3Y | +79.2% | -13.8% | +93.1% | +30.7% |
| All | +79.2% | -13.9% | +93.2% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 3y: compounded portfolio wealth divided by compounded DECK 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…
3y analysis · Full analysis span regression · 6 months rolling