+24.4%
IOT vs DTE
+43.4%
-19.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | 0.0% |
| 7D | -4.5% | -2.6% | -2.0% | -4.3% |
| 30D | -2.4% | -4.4% | +2.0% | -2.1% |
| 3M | +19.0% | -8.3% | +27.3% | +19.7% |
| 6M | +19.6% | -8.1% | +27.7% | +19.9% |
| YTD | +8.3% | +4.4% | +3.8% | +5.0% |
| 1Y | -0.8% | +0.2% | -1.0% | -2.9% |
| 3Y | +24.4% | +42.6% | -18.2% | -7.3% |
| All | +24.4% | +43.4% | -19.0% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling