-59.4%
FIS vs IOT
+54.4%
-113.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -8.9% | -0.8% | -8.1% | -8.8% |
| 30D | -9.9% | -4.7% | -5.3% | -9.4% |
| 3M | 0.0% | +17.8% | -17.8% | -2.7% |
| 6M | -22.9% | +16.8% | -39.7% | -25.2% |
| YTD | -40.9% | +8.4% | -49.3% | -42.4% |
| 1Y | -40.4% | -0.8% | -39.6% | -41.5% |
| 3Y | -25.4% | +25.7% | -51.1% | -31.9% |
| All | -59.4% | +54.4% | -113.8% | -68.5% |
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