+55.4%
IOT vs FRSH
-50.8%
+106.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.3% |
| 7D | -4.5% | -6.6% | +2.1% | -0.7% |
| 30D | -2.4% | +2.1% | -4.5% | -4.0% |
| 3M | +19.0% | +29.0% | -10.0% | +2.1% |
| 6M | +19.6% | +48.6% | -29.0% | -4.8% |
| YTD | +8.3% | -2.9% | +11.2% | +8.1% |
| 1Y | -0.8% | -7.9% | +7.1% | +2.0% |
| 3Y | +24.4% | -46.5% | +70.9% | +65.6% |
| All | +55.4% | -50.8% | +106.2% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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