+56.5%
IOT vs FTV
+1.8%
+54.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -2.7% |
| 7D | +5.1% | -1.3% | +6.3% | +6.3% |
| 30D | -3.0% | -9.5% | +6.5% | +5.8% |
| 3M | +15.0% | -10.9% | +25.9% | +26.2% |
| 6M | +13.1% | -0.6% | +13.8% | +11.3% |
| YTD | +9.0% | +1.4% | +7.6% | +3.6% |
| 1Y | +0.1% | +17.6% | -17.5% | -18.2% |
| 3Y | +26.4% | -3.3% | +29.7% | +22.8% |
| All | +56.5% | +1.8% | +54.7% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling