+55.4%
IOT vs FE
+40.0%
+15.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -4.5% | -1.4% | -3.2% | -4.3% |
| 30D | -2.4% | -1.9% | -0.6% | -2.2% |
| 3M | +19.0% | -0.2% | +19.1% | +18.8% |
| 6M | +19.6% | -7.1% | +26.7% | +20.9% |
| YTD | +8.3% | +6.1% | +2.1% | +6.5% |
| 1Y | -0.8% | +10.1% | -10.9% | -3.4% |
| 3Y | +24.4% | +46.9% | -22.4% | +9.4% |
| All | +55.4% | +40.0% | +15.4% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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