+62.8%
IOT vs DOC
-20.5%
+83.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.6% |
| 7D | -2.3% | -1.5% | -0.9% | -1.7% |
| 30D | +3.8% | -4.8% | +8.6% | +6.2% |
| 3M | +14.2% | +6.9% | +7.3% | +10.3% |
| 6M | +40.1% | +20.7% | +19.4% | +24.6% |
| YTD | +13.4% | +34.1% | -20.8% | -5.8% |
| 1Y | +12.2% | +22.6% | -10.5% | -1.7% |
| 3Y | +30.0% | +20.8% | +9.1% | +11.0% |
| All | +62.8% | -20.5% | +83.3% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling