+507.9%
FLEX vs IOT
+66.5%
+441.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.8% | -2.4% |
| 7D | -13.6% | +0.8% | -14.5% | -13.7% |
| 30D | -36.5% | -0.2% | -36.3% | -36.5% |
| 3M | -36.4% | +4.0% | -40.4% | -37.1% |
| 6M | -46.5% | +39.4% | -85.9% | -50.1% |
| YTD | +25.9% | +16.9% | +9.0% | +19.0% |
| 1Y | +19.6% | +4.1% | +15.5% | +15.5% |
| 3Y | +287.0% | +72.7% | +214.3% | +233.1% |
| All | +507.9% | +66.5% | +441.4% | +366.1% |
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