+73.5%
FICO vs IOT
+66.1%
+7.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +2.2% | +0.9% | +1.3% | +2.0% |
| 30D | +0.1% | +1.4% | -1.3% | -0.4% |
| 3M | -35.2% | +0.5% | -35.7% | -35.6% |
| 6M | -32.4% | +50.3% | -82.6% | -38.8% |
| YTD | -57.4% | +16.7% | -74.1% | -59.7% |
| 1Y | -58.5% | +6.8% | -65.4% | -60.2% |
| 3Y | -28.9% | +75.5% | -104.3% | -40.4% |
| All | +73.5% | +66.1% | +7.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling