-20.1%
FICO vs IOT
+8.9%
-29.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.7% | -20.4% | -18.2% |
| 7D | -19.2% | -2.3% | -16.9% | -18.3% |
| 30D | -14.6% | +3.8% | -18.4% | -16.4% |
| 3M | -20.1% | +14.2% | -34.3% | -24.1% |
| All | -20.1% | +8.9% | -29.0% | -24.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling