+55.4%
IOT vs FTV
-0.3%
+55.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -4.5% | -4.0% | -0.6% | -1.2% |
| 30D | -2.4% | -11.0% | +8.6% | +7.9% |
| 3M | +19.0% | -8.4% | +27.4% | +27.4% |
| 6M | +19.6% | -2.6% | +22.2% | +19.6% |
| YTD | +8.3% | -0.6% | +8.9% | +4.6% |
| 1Y | -0.8% | +11.0% | -11.8% | -14.2% |
| 3Y | +24.4% | -6.3% | +30.8% | +24.7% |
| All | +55.4% | -0.3% | +55.6% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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