-0.8%
IOT vs FND
-45.3%
+44.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -4.5% | -5.8% | +1.2% | -3.8% |
| 30D | -2.4% | -20.2% | +17.8% | +0.3% |
| 3M | +19.0% | -12.0% | +30.9% | +21.1% |
| 6M | +19.6% | -18.5% | +38.1% | +23.8% |
| YTD | +8.3% | -22.3% | +30.5% | +13.0% |
| 1Y | -0.8% | -47.6% | +46.8% | +24.5% |
| All | -0.8% | -45.3% | +44.5% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling