+65.0%
FDX vs IOT
+8.2%
+56.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.6% | +3.7% |
| 7D | +8.1% | -0.5% | +8.6% | +8.1% |
| 30D | +13.9% | +1.0% | +12.9% | +13.9% |
| 3M | +5.5% | +10.9% | -5.4% | +6.2% |
| 6M | +15.1% | +39.9% | -24.8% | +18.8% |
| YTD | +43.2% | +20.8% | +22.4% | +51.7% |
| 1Y | +65.0% | +10.6% | +54.5% | +75.7% |
| All | +65.0% | +8.2% | +56.9% | +75.7% |
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