-56.4%
FICO vs IOT
+8.2%
-64.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.4% | -4.5% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | +1.7% | +1.0% | +0.7% | +1.1% |
| 3M | -33.0% | +10.9% | -44.0% | -35.9% |
| 6M | -33.9% | +39.9% | -73.8% | -41.3% |
| YTD | -58.5% | +20.8% | -79.3% | -62.8% |
| 1Y | -56.4% | +10.6% | -66.9% | -60.8% |
| All | -56.4% | +8.2% | -64.5% | -60.8% |
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