+6.9%
FPS vs IOT
+56.2%
-49.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.7% | -0.3% | -4.5% |
| 7D | +5.3% | +5.1% | +0.3% | +6.0% |
| 30D | -17.6% | -3.0% | -14.5% | -17.8% |
| 3M | -45.8% | +15.0% | -60.7% | -44.2% |
| 6M | -10.1% | +13.1% | -23.3% | -7.6% |
| All | +6.9% | +56.2% | -49.3% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling