+51.3%
FITB vs IOT
+61.4%
-10.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.7% |
| 7D | +0.6% | -2.3% | +2.9% | +0.8% |
| 30D | -4.7% | +3.8% | -8.5% | -5.4% |
| 3M | +6.7% | +14.2% | -7.5% | +4.2% |
| 6M | +12.6% | +40.1% | -27.6% | +5.5% |
| YTD | +19.1% | +13.4% | +5.7% | +14.7% |
| 1Y | +22.6% | +12.2% | +10.5% | +17.5% |
| 3Y | +127.1% | +30.0% | +97.1% | +105.7% |
| All | +51.3% | +61.4% | -10.1% | +20.5% |
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 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