+13.1%
IOT vs FND
-18.8%
+31.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.6% |
| 7D | +5.1% | -0.8% | +5.8% | +5.2% |
| 30D | -3.0% | -19.6% | +16.6% | -0.5% |
| 3M | +15.0% | -4.3% | +19.3% | +17.2% |
| 6M | +13.1% | -20.4% | +33.6% | +20.7% |
| All | +13.1% | -18.8% | +31.9% | +20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling