-39.3%
FICO vs IOT
-4.9%
-34.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -15.4% | +2.8% | -18.2% | -16.4% |
| 30D | -10.4% | -1.8% | -8.6% | -10.2% |
| 3M | -22.7% | +17.9% | -40.6% | -26.6% |
| 6M | -36.8% | +13.5% | -50.3% | -40.4% |
| YTD | -44.8% | +13.3% | -58.1% | -48.9% |
| 1Y | -39.3% | -3.3% | -36.0% | -42.1% |
| All | -39.3% | -4.9% | -34.4% | -42.1% |
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