+12.2%
IOT vs DG
+23.4%
-11.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.3% | +3.1% |
| 7D | -2.3% | +8.4% | -10.7% | -5.8% |
| 30D | +3.8% | +4.9% | -1.1% | +1.5% |
| 3M | +14.2% | +29.3% | -15.2% | +3.3% |
| 6M | +40.1% | -11.3% | +51.4% | +42.9% |
| YTD | +13.4% | +1.8% | +11.6% | +10.0% |
| 1Y | +12.2% | +25.3% | -13.2% | +1.3% |
| All | +12.2% | +23.4% | -11.3% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling