+71.0%
IOT vs FN
+212.5%
-141.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.9% | -8.8% | +0.8% |
| 7D | +0.8% | +16.3% | -15.5% | -2.9% |
| 30D | +1.6% | -24.7% | +26.4% | +6.4% |
| 3M | +3.3% | -34.9% | +38.2% | +10.1% |
| 6M | +42.0% | -41.1% | +83.1% | +50.2% |
| YTD | +19.1% | -19.6% | +38.7% | +7.8% |
| 1Y | +8.8% | -18.5% | +27.3% | -2.8% |
| 3Y | +79.2% | +119.1% | -39.9% | -4.7% |
| All | +71.0% | +212.5% | -141.5% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling