+124.9%
FICO vs IOT
+61.2%
+63.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -15.4% | +2.8% | -18.2% | -16.2% |
| 30D | -10.4% | -1.8% | -8.6% | -10.2% |
| 3M | -22.7% | +17.9% | -40.6% | -25.7% |
| 6M | -36.8% | +13.5% | -50.3% | -39.1% |
| YTD | -44.8% | +13.3% | -58.1% | -47.2% |
| 1Y | -39.3% | -3.3% | -36.0% | -40.4% |
| 3Y | +3.7% | +31.3% | -27.6% | -8.1% |
| All | +124.9% | +61.2% | +63.6% | +65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling