+69.8%
FICO vs IOT
+64.6%
+5.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.9% | -2.6% | +1.7% | -0.4% |
| 30D | +3.3% | +1.2% | +2.2% | +2.9% |
| 3M | -31.7% | +7.2% | -38.9% | -33.2% |
| 6M | -34.0% | +41.7% | -75.7% | -39.4% |
| YTD | -58.3% | +15.6% | -73.9% | -60.5% |
| 1Y | -57.9% | +7.6% | -65.5% | -59.6% |
| 3Y | -24.1% | +69.8% | -93.8% | -36.0% |
| All | +69.8% | +64.6% | +5.2% | +23.7% |
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