+3.1%
FERG vs IOT
+8.2%
-5.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.4% | +2.7% |
| 7D | +7.7% | -0.5% | +8.2% | +7.7% |
| 30D | +11.5% | +1.0% | +10.5% | +11.4% |
| 3M | -2.4% | +10.9% | -13.3% | -2.3% |
| 6M | -4.0% | +39.9% | -43.9% | -3.0% |
| YTD | +13.4% | +20.8% | -7.4% | +15.3% |
| 1Y | +3.1% | +10.6% | -7.5% | +5.5% |
| All | +3.1% | +8.2% | -5.1% | +5.5% |
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