+50.9%
FITB vs IOT
+54.1%
-3.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.3% | -4.5% | +4.3% | +0.3% |
| 30D | -5.7% | -2.4% | -3.2% | -5.5% |
| 3M | +3.2% | +19.0% | -15.8% | +0.2% |
| 6M | +23.4% | +19.6% | +3.8% | +18.7% |
| YTD | +18.8% | +8.3% | +10.5% | +15.1% |
| 1Y | +25.0% | -0.8% | +25.8% | +22.3% |
| 3Y | +131.2% | +24.4% | +106.8% | +110.6% |
| All | +50.9% | +54.1% | -3.2% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling