-68.5%
FIS vs IOT
+66.1%
-134.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +2.8% | +0.9% | +1.9% | +2.7% |
| 30D | -16.7% | +1.4% | -18.1% | -17.1% |
| 3M | -32.3% | +0.5% | -32.8% | -32.7% |
| 6M | -29.1% | +50.3% | -79.3% | -33.7% |
| YTD | -54.1% | +16.7% | -70.8% | -56.0% |
| 1Y | -53.7% | +6.8% | -60.5% | -55.1% |
| 3Y | -38.8% | +75.5% | -114.3% | -46.8% |
| All | -68.5% | +66.1% | -134.6% | -75.9% |
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