+74.9%
FAST vs IOT
+61.4%
+13.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -3.0% | +0.4% |
| 7D | -0.4% | -2.3% | +2.0% | -0.2% |
| 30D | -0.8% | +3.8% | -4.6% | -1.1% |
| 3M | +5.8% | +14.2% | -8.4% | +4.4% |
| 6M | +8.0% | +40.1% | -32.1% | +4.1% |
| YTD | +25.6% | +13.4% | +12.2% | +23.1% |
| 1Y | +0.8% | +12.2% | -11.4% | -1.6% |
| 3Y | +86.1% | +30.0% | +56.1% | +74.2% |
| All | +74.9% | +61.4% | +13.5% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling