+67.8%
IOT vs FN
+197.6%
-129.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +2.9% | -0.9% |
| 7D | +0.8% | -4.1% | +4.9% | +1.2% |
| 30D | -0.2% | -28.3% | +28.1% | +5.4% |
| 3M | +4.0% | -33.9% | +37.9% | +10.2% |
| 6M | +39.4% | -43.9% | +83.3% | +48.8% |
| YTD | +16.9% | -23.4% | +40.4% | +6.8% |
| 1Y | +4.1% | -25.4% | +29.5% | -4.7% |
| 3Y | +72.7% | +107.9% | -35.2% | -7.2% |
| All | +67.8% | +197.6% | -129.8% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling