+55.4%
IOT vs VIG
+55.5%
-0.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.4% |
| 7D | -4.5% | -1.1% | -3.5% | -2.7% |
| 30D | -2.4% | -2.7% | +0.3% | +2.5% |
| 3M | +19.0% | +2.5% | +16.4% | +13.7% |
| 6M | +19.6% | +9.2% | +10.4% | +1.3% |
| YTD | +8.3% | +9.8% | -1.6% | -9.3% |
| 1Y | -0.8% | +12.4% | -13.2% | -20.0% |
| 3Y | +24.4% | +55.9% | -31.5% | -46.2% |
| All | +55.4% | +55.5% | -0.2% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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