+56.5%
IOT vs FN
+257.2%
-200.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.8% |
| 7D | +5.1% | +5.8% | -0.7% | +3.8% |
| 30D | -3.0% | -20.6% | +17.6% | +0.9% |
| 3M | +15.0% | -28.6% | +43.6% | +20.7% |
| 6M | +13.1% | -20.7% | +33.9% | +10.2% |
| YTD | +9.0% | -8.1% | +17.2% | -2.2% |
| 1Y | +0.1% | +13.3% | -13.2% | -17.9% |
| 3Y | +26.4% | +175.7% | -149.3% | -36.2% |
| All | +56.5% | +257.2% | -200.7% | -41.6% |
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