+56.5%
IOT vs FND
-60.9%
+117.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.4% |
| 7D | +5.1% | -0.8% | +5.8% | +5.4% |
| 30D | -3.0% | -19.6% | +16.6% | +7.3% |
| 3M | +15.0% | -4.3% | +19.3% | +15.4% |
| 6M | +13.1% | -20.4% | +33.6% | +22.0% |
| YTD | +9.0% | -21.9% | +30.9% | +16.5% |
| 1Y | +0.1% | -45.2% | +45.3% | +28.8% |
| 3Y | +26.4% | -49.2% | +75.7% | +53.8% |
| All | +56.5% | -60.9% | +117.3% | +180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling