+24.6%
IOT vs VFC
-28.4%
+53.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.2% |
| 7D | -0.8% | -3.3% | +2.5% | 0.0% |
| 30D | -4.7% | -14.0% | +9.4% | -1.2% |
| 3M | +17.8% | -22.6% | +40.3% | +24.0% |
| 6M | +16.8% | -24.7% | +41.6% | +23.1% |
| YTD | +8.4% | -29.0% | +37.4% | +15.2% |
| 1Y | -0.8% | -13.8% | +13.0% | -0.6% |
| All | +24.6% | -28.4% | +53.0% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 3y: compounded portfolio wealth divided by compounded VFC 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…
3y analysis · Full analysis span regression · 6 months rolling