+12.2%
IOT vs DOC
+23.9%
-11.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.0% |
| 7D | -2.3% | -1.5% | -0.9% | -2.2% |
| 30D | +3.8% | -4.8% | +8.6% | +4.4% |
| 3M | +14.2% | +6.9% | +7.3% | +14.1% |
| 6M | +40.1% | +20.7% | +19.4% | +40.0% |
| YTD | +13.4% | +34.1% | -20.8% | +6.2% |
| 1Y | +12.2% | +22.6% | -10.5% | +1.5% |
| All | +12.2% | +23.9% | -11.7% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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