+24.4%
IOT vs DG
+4.6%
+19.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.3% |
| 7D | -4.5% | -6.5% | +2.0% | -3.9% |
| 30D | -2.4% | +4.2% | -6.6% | -2.8% |
| 3M | +19.0% | +9.5% | +9.5% | +18.1% |
| 6M | +19.6% | -13.1% | +32.8% | +19.7% |
| YTD | +8.3% | -4.8% | +13.1% | +8.1% |
| 1Y | -0.8% | +20.6% | -21.4% | -1.2% |
| 3Y | +24.4% | +4.9% | +19.5% | +35.5% |
| All | +24.4% | +4.6% | +19.8% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling