+34.1%
FITB vs IOT
+8.2%
+26.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.7% | +1.5% |
| 7D | +2.3% | -0.5% | +2.8% | +2.3% |
| 30D | +7.7% | +1.0% | +6.7% | +7.7% |
| 3M | -4.5% | +10.9% | -15.4% | -4.4% |
| 6M | +12.5% | +39.9% | -27.4% | +12.5% |
| YTD | +19.8% | +20.8% | -1.0% | +21.0% |
| 1Y | +34.1% | +10.6% | +23.6% | +36.2% |
| All | +34.1% | +8.2% | +26.0% | +36.2% |
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