+34.3%
FANG vs IOT
+8.2%
+26.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.1% | -9.1% | -4.8% |
| 7D | -11.3% | -0.5% | -10.9% | -11.3% |
| 30D | -0.7% | +1.0% | -1.6% | -0.6% |
| 3M | -4.2% | +10.9% | -15.1% | -3.9% |
| 6M | -13.5% | +39.9% | -53.4% | -13.3% |
| YTD | +23.7% | +20.8% | +3.0% | +22.6% |
| 1Y | +34.3% | +10.6% | +23.8% | +35.0% |
| All | +34.3% | +8.2% | +26.2% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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