+127.5%
IOT vs FGI
-69.8%
+197.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | +2.8% | +5.2% | -2.4% | +2.6% |
| 30D | -1.8% | +65.2% | -67.0% | -6.2% |
| 3M | +17.9% | +30.2% | -12.3% | +13.4% |
| 6M | +13.5% | +87.8% | -74.3% | +4.5% |
| YTD | +13.3% | +32.5% | -19.2% | +6.0% |
| 1Y | -3.3% | +93.6% | -96.9% | -13.6% |
| 3Y | +31.3% | -2.6% | +33.9% | +18.6% |
| All | +127.5% | -69.8% | +197.3% | +130.0% |
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