+56.5%
IOT vs FE
+40.2%
+16.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.7% |
| 7D | +5.1% | -0.2% | +5.2% | +5.1% |
| 30D | -3.0% | -1.2% | -1.9% | -2.9% |
| 3M | +15.0% | +1.7% | +13.3% | +14.5% |
| 6M | +13.1% | -7.5% | +20.6% | +14.5% |
| YTD | +9.0% | +6.3% | +2.7% | +7.2% |
| 1Y | +0.1% | +10.9% | -10.7% | -2.7% |
| 3Y | +26.4% | +46.9% | -20.5% | +11.2% |
| All | +56.5% | +40.2% | +16.3% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling