-51.1%
FIS vs IOT
+8.2%
-59.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +4.1% | -27.8% | -24.5% |
| 7D | -18.4% | -0.5% | -18.0% | -18.5% |
| 30D | -11.4% | +1.0% | -12.4% | -11.9% |
| 3M | -32.0% | +10.9% | -42.9% | -34.2% |
| 6M | -35.6% | +39.9% | -75.5% | -41.8% |
| YTD | -53.8% | +20.8% | -74.6% | -57.9% |
| 1Y | -51.1% | +10.6% | -61.6% | -55.0% |
| All | -51.1% | +8.2% | -59.2% | -55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling