+12.2%
IOT vs DRI
+6.9%
+5.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.3% | +3.7% |
| 7D | -2.3% | +0.6% | -2.9% | -2.3% |
| 30D | +3.8% | +3.8% | 0.0% | +3.7% |
| 3M | +14.2% | +13.0% | +1.2% | +14.2% |
| 6M | +40.1% | +8.3% | +31.8% | +39.6% |
| YTD | +13.4% | +20.6% | -7.2% | +12.7% |
| 1Y | +12.2% | +6.5% | +5.7% | +5.7% |
| All | +12.2% | +6.9% | +5.2% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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