+72.2%
FDX vs IOT
-3.4%
+75.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.2% | -1.7% |
| 7D | -2.3% | +5.1% | -7.4% | -2.2% |
| 30D | -4.9% | -3.0% | -1.9% | -5.0% |
| 3M | -6.5% | +15.0% | -21.4% | -5.6% |
| 6M | +6.7% | +13.1% | -6.5% | +8.3% |
| YTD | +33.9% | +9.0% | +24.8% | +40.4% |
| 1Y | +72.2% | +0.1% | +72.0% | +82.9% |
| All | +72.2% | -3.4% | +75.6% | +82.9% |
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