-80.3%
FIG vs IOT
+2.7%
-83.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.6% | -5.6% |
| 7D | -16.4% | +2.8% | -19.2% | -18.0% |
| 30D | -2.3% | -1.8% | -0.5% | -1.3% |
| 3M | +7.8% | +17.9% | -10.1% | -2.6% |
| 6M | -21.8% | +13.5% | -35.4% | -29.4% |
| YTD | -39.1% | +13.3% | -52.4% | -46.5% |
| 1Y | -56.6% | -3.3% | -53.3% | -60.3% |
| All | -80.3% | +2.7% | -83.0% | -82.3% |
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