+124.6%
FICO vs IOT
+61.4%
+63.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.7% | -20.4% | -17.5% |
| 7D | -19.2% | -2.3% | -16.9% | -18.9% |
| 30D | -14.6% | +3.8% | -18.4% | -15.5% |
| 3M | -20.1% | +14.2% | -34.3% | -22.7% |
| 6M | -36.3% | +40.1% | -76.4% | -41.6% |
| YTD | -44.9% | +13.4% | -58.3% | -47.3% |
| 1Y | -38.6% | +12.2% | -50.8% | -41.8% |
| 3Y | +4.0% | +30.0% | -26.0% | -7.7% |
| All | +124.6% | +61.4% | +63.2% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling