+31.6%
FAST vs IOT
+8.2%
+23.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.5% | +1.6% |
| 7D | +3.4% | -0.5% | +3.9% | +3.4% |
| 30D | +5.5% | +1.0% | +4.5% | +5.5% |
| 3M | +7.6% | +10.9% | -3.3% | +7.4% |
| 6M | +19.8% | +39.9% | -20.1% | +20.3% |
| YTD | +35.5% | +20.8% | +14.7% | +37.9% |
| 1Y | +31.6% | +10.6% | +21.1% | +32.6% |
| All | +31.6% | +8.2% | +23.5% | +32.6% |
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