+12.2%
IOT vs FDS
-17.4%
+29.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.5% | +7.3% | +5.9% |
| 7D | -2.3% | -1.9% | -0.4% | -1.3% |
| 30D | +3.8% | +9.0% | -5.2% | -1.6% |
| 3M | +14.2% | +18.9% | -4.7% | +2.3% |
| 6M | +40.1% | +35.1% | +5.0% | +17.5% |
| YTD | +13.4% | +5.5% | +7.9% | +1.0% |
| 1Y | +12.2% | -16.8% | +29.0% | -4.2% |
| All | +12.2% | -17.4% | +29.6% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling