+74.4%
FICO vs IOT
+69.6%
+4.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.3% | +2.0% |
| 7D | -0.1% | +0.8% | -0.8% | -0.3% |
| 30D | +8.4% | +1.6% | +6.8% | +7.9% |
| 3M | -30.5% | +3.3% | -33.8% | -31.4% |
| 6M | -35.7% | +42.0% | -77.7% | -41.1% |
| YTD | -57.2% | +19.1% | -76.3% | -59.7% |
| 1Y | -58.4% | +8.8% | -67.2% | -60.2% |
| 3Y | -24.8% | +79.2% | -104.1% | -37.3% |
| All | +74.4% | +69.6% | +4.8% | +26.2% |
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