+65.9%
IOT vs DECK
+38.6%
+27.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | -2.6% | +5.8% | -8.3% | -5.1% |
| 30D | +1.2% | +7.9% | -6.7% | -2.5% |
| 3M | +7.2% | -11.4% | +18.6% | +12.7% |
| 6M | +41.7% | -16.6% | +58.3% | +52.2% |
| YTD | +15.6% | -16.4% | +32.0% | +19.7% |
| 1Y | +7.6% | +8.6% | -1.1% | -3.2% |
| 3Y | +69.8% | -15.1% | +84.9% | +43.6% |
| All | +65.9% | +38.6% | +27.3% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling