+55.4%
IOT vs DRI
+65.1%
-9.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | -4.5% | -3.2% | -1.3% | -2.7% |
| 30D | -2.4% | -7.8% | +5.4% | +1.8% |
| 3M | +19.0% | +0.4% | +18.6% | +17.5% |
| 6M | +19.6% | +4.8% | +14.8% | +13.9% |
| YTD | +8.3% | +16.7% | -8.5% | -5.5% |
| 1Y | -0.8% | +1.5% | -2.3% | -5.2% |
| 3Y | +24.4% | +56.3% | -31.9% | -21.5% |
| All | +55.4% | +65.1% | -9.7% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling