-79.9%
FIG vs IOT
-1.9%
-78.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +4.9% | +4.9% |
| 7D | -3.8% | -4.5% | +0.7% | -1.1% |
| 30D | -2.3% | -2.4% | +0.1% | -0.8% |
| 3M | +20.0% | +19.0% | +1.0% | +8.0% |
| 6M | -16.7% | +19.6% | -36.3% | -25.3% |
| YTD | -37.9% | +8.3% | -46.2% | -44.0% |
| 1Y | -58.5% | -0.8% | -57.7% | -61.4% |
| All | -79.9% | -1.9% | -78.0% | -81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling