-26.5%
FIS vs IOT
+24.7%
-51.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.7% | +0.3% | -2.9% |
| 7D | -9.1% | +5.1% | -14.1% | -9.8% |
| 30D | -10.4% | -3.0% | -7.4% | -10.1% |
| 3M | -3.7% | +15.0% | -18.7% | -6.0% |
| 6M | -24.8% | +13.1% | -37.9% | -26.9% |
| YTD | -41.6% | +9.0% | -50.6% | -43.3% |
| 1Y | -42.7% | +0.1% | -42.9% | -44.1% |
| All | -26.5% | +24.7% | -51.2% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling