-0.8%
IOT vs VLTO
-11.2%
+10.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | -4.5% | -2.3% | -2.2% | -3.1% |
| 30D | -2.4% | -2.7% | +0.2% | -0.8% |
| 3M | +19.0% | +14.0% | +4.9% | +11.5% |
| 6M | +19.6% | +3.3% | +16.3% | +17.9% |
| YTD | +8.3% | -5.4% | +13.7% | +10.4% |
| 1Y | -0.8% | -13.3% | +12.5% | -2.5% |
| All | -0.8% | -11.2% | +10.4% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling