+55.4%
IOT vs DGX
+56.1%
-0.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.5% |
| 7D | -4.5% | -0.9% | -3.6% | -4.4% |
| 30D | -2.4% | -1.2% | -1.3% | -2.3% |
| 3M | +19.0% | +15.8% | +3.2% | +15.3% |
| 6M | +19.6% | +18.2% | +1.5% | +15.4% |
| YTD | +8.3% | +37.2% | -28.9% | +0.1% |
| 1Y | -0.8% | +30.4% | -31.2% | -7.3% |
| 3Y | +24.4% | +96.7% | -72.3% | -5.2% |
| All | +55.4% | +56.1% | -0.7% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 all: compounded portfolio wealth divided by compounded DGX 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…
all analysis · Full analysis span regression · 6 months rolling