+55.6%
IOT vs FTI
+1,219.1%
-1,163.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | +0.1% |
| 7D | -0.8% | -5.6% | +4.8% | +0.6% |
| 30D | -4.7% | +0.4% | -5.1% | -4.9% |
| 3M | +17.8% | +8.1% | +9.7% | +14.8% |
| 6M | +16.8% | +16.7% | +0.1% | +11.0% |
| YTD | +8.4% | +70.0% | -61.5% | -7.5% |
| 1Y | -0.8% | +85.4% | -86.2% | -17.6% |
| 3Y | +25.7% | +265.9% | -240.2% | -15.5% |
| All | +55.6% | +1,219.1% | -1,163.5% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling