+55.4%
IOT vs FTI
+1,232.4%
-1,177.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -4.5% | -4.4% | -0.1% | -3.5% |
| 30D | -2.4% | +1.5% | -3.9% | -2.9% |
| 3M | +19.0% | +8.2% | +10.8% | +16.0% |
| 6M | +19.6% | +18.8% | +0.8% | +13.2% |
| YTD | +8.3% | +71.7% | -63.4% | -7.8% |
| 1Y | -0.8% | +90.0% | -90.8% | -18.2% |
| 3Y | +24.4% | +270.5% | -246.1% | -16.6% |
| All | +55.4% | +1,232.4% | -1,177.0% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 5y: compounded portfolio wealth divided by compounded FTI 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…
5y analysis · Full analysis span regression · 6 months rolling