+134.1%
IOT vs FGI
-66.3%
+200.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -2.4% |
| 7D | +0.6% | +13.5% | -12.9% | 0.0% |
| 30D | +0.1% | +17.1% | -17.0% | -0.7% |
| 3M | +5.0% | +78.0% | -73.0% | -0.2% |
| 6M | +47.0% | +46.4% | +0.6% | +40.1% |
| YTD | +16.6% | +47.7% | -31.2% | +8.4% |
| 1Y | +4.8% | +56.8% | -52.0% | -3.2% |
| 3Y | +72.2% | +12.3% | +59.9% | +54.2% |
| All | +134.1% | -66.3% | +200.4% | +135.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling