-0.8%
IOT vs FDS
-27.2%
+26.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.6% |
| 7D | -4.5% | -14.0% | +9.5% | +4.3% |
| 30D | -2.4% | -6.2% | +3.8% | +0.9% |
| 3M | +19.0% | +10.2% | +8.8% | +11.7% |
| 6M | +19.6% | +27.4% | -7.8% | +5.5% |
| YTD | +8.3% | -9.3% | +17.5% | +4.8% |
| 1Y | -0.8% | -28.6% | +27.8% | -11.1% |
| All | -0.8% | -27.2% | +26.4% | -11.1% |
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