-0.8%
IOT vs FGI
+126.2%
-127.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.4% | -10.0% | -0.8% |
| 7D | -0.8% | +22.8% | -23.6% | -1.5% |
| 30D | -4.7% | +85.9% | -90.6% | -8.1% |
| 3M | +17.8% | +32.4% | -14.6% | +14.5% |
| 6M | +16.8% | +106.3% | -89.5% | +9.8% |
| YTD | +8.4% | +48.4% | -40.0% | +3.2% |
| 1Y | -0.8% | +116.4% | -117.2% | -5.6% |
| All | -0.8% | +126.2% | -127.0% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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