+10.6%
IOT vs DOC
+21.8%
-11.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +4.0% |
| 7D | -0.5% | +8.7% | -9.2% | -0.7% |
| 30D | +1.0% | +7.6% | -6.6% | +0.8% |
| 3M | +10.9% | -5.3% | +16.2% | +11.0% |
| 6M | +39.9% | +27.6% | +12.3% | +39.6% |
| YTD | +20.8% | +32.4% | -11.6% | +18.8% |
| 1Y | +10.6% | +22.9% | -12.3% | +10.9% |
| All | +10.6% | +21.8% | -11.3% | +10.9% |
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