+24.6%
IOT vs FDS
-36.6%
+61.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | +2.9% |
| 7D | -0.8% | -16.0% | +15.2% | +9.6% |
| 30D | -4.7% | -6.7% | +2.1% | -1.0% |
| 3M | +17.8% | +6.0% | +11.8% | +13.1% |
| 6M | +16.8% | +25.1% | -8.3% | +3.0% |
| YTD | +8.4% | -8.1% | +16.6% | +10.0% |
| 1Y | -0.8% | -26.0% | +25.2% | +10.6% |
| All | +24.6% | -36.6% | +61.2% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling