+56.5%
IOT vs VFC
-79.5%
+136.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -3.0% |
| 7D | +5.1% | -2.3% | +7.4% | +5.9% |
| 30D | -3.0% | -13.4% | +10.3% | +1.5% |
| 3M | +15.0% | -23.7% | +38.7% | +23.8% |
| 6M | +13.1% | -24.5% | +37.6% | +21.1% |
| YTD | +9.0% | -27.8% | +36.9% | +17.5% |
| 1Y | +0.1% | -13.5% | +13.6% | 0.0% |
| 3Y | +26.4% | -27.1% | +53.5% | +18.2% |
| All | +56.5% | -79.5% | +136.0% | +234.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling