+62.8%
IOT vs FN
+247.9%
-185.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +3.1% |
| 7D | -2.3% | -1.7% | -0.7% | -1.9% |
| 30D | +3.8% | -22.0% | +25.8% | +8.4% |
| 3M | +14.2% | -43.0% | +57.2% | +26.5% |
| 6M | +40.1% | -27.7% | +67.9% | +39.0% |
| YTD | +13.4% | -10.5% | +23.9% | +2.3% |
| 1Y | +12.2% | +12.5% | -0.3% | -8.0% |
| 3Y | +30.0% | +153.8% | -123.8% | -32.4% |
| All | +62.8% | +247.9% | -185.2% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling