+130.0%
FITB vs IOT
+24.0%
+105.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | -5.5% | -4.7% | -0.8% | -5.1% |
| 3M | +4.1% | +17.8% | -13.7% | +1.2% |
| 6M | +18.7% | +16.8% | +1.9% | +14.6% |
| YTD | +18.2% | +8.4% | +9.7% | +14.7% |
| 1Y | +23.7% | -0.8% | +24.5% | +21.6% |
| All | +130.0% | +24.0% | +105.9% | +89.5% |
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 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