+25.3%
IOT vs FGI
-1.2%
+26.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -3.8% |
| 7D | +5.1% | +14.7% | -9.6% | +4.6% |
| 30D | -3.0% | +67.0% | -70.0% | -6.1% |
| 3M | +15.0% | +31.0% | -16.1% | +11.9% |
| 6M | +13.1% | +126.8% | -113.7% | +6.4% |
| YTD | +9.0% | +35.6% | -26.6% | +4.3% |
| 1Y | +0.1% | +108.9% | -108.8% | -5.7% |
| All | +25.3% | -1.2% | +26.5% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling