+69.8%
IOT vs DECK
-13.4%
+83.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -2.6% | +5.8% | -8.3% | -4.3% |
| 30D | +1.2% | +7.9% | -6.7% | -1.3% |
| 3M | +7.2% | -11.4% | +18.6% | +11.0% |
| 6M | +41.7% | -16.6% | +58.3% | +48.9% |
| YTD | +15.6% | -16.4% | +32.0% | +18.9% |
| 1Y | +7.6% | +8.6% | -1.1% | -0.2% |
| 3Y | +69.8% | -15.1% | +84.9% | +18.1% |
| All | +69.8% | -13.4% | +83.1% | +18.1% |
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