-0.8%
IOT vs DRI
+2.4%
-3.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.1% |
| 7D | -4.5% | -3.2% | -1.3% | -4.7% |
| 30D | -2.4% | -7.8% | +5.4% | -2.6% |
| 3M | +19.0% | +0.4% | +18.6% | +18.2% |
| 6M | +19.6% | +4.8% | +14.8% | +19.0% |
| YTD | +8.3% | +16.7% | -8.5% | +7.1% |
| 1Y | -0.8% | +1.5% | -2.3% | -7.7% |
| All | -0.8% | +2.4% | -3.2% | -7.7% |
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