+50.0%
FANG vs IOT
+23.8%
+26.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +2.9% | -4.5% | +7.4% | +3.2% |
| 30D | +2.6% | -2.4% | +5.1% | +2.7% |
| 3M | +7.6% | +19.0% | -11.4% | +5.6% |
| 6M | +17.3% | +19.6% | -2.3% | +14.8% |
| YTD | +38.7% | +8.3% | +30.4% | +36.4% |
| 1Y | +51.6% | -0.8% | +52.4% | +50.1% |
| 3Y | +50.0% | +24.4% | +25.6% | +53.1% |
| All | +50.0% | +23.8% | +26.1% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling