+67.9%
IOT vs VLTO
+56.3%
+11.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -2.0% | -1.9% |
| 7D | +0.8% | +1.6% | -0.8% | -0.1% |
| 30D | -0.2% | +22.0% | -22.2% | -11.9% |
| 3M | +4.0% | +21.9% | -17.9% | -8.2% |
| 6M | +39.4% | +36.5% | +2.9% | +15.4% |
| YTD | +16.9% | +19.0% | -2.1% | +4.6% |
| 1Y | +4.1% | +21.0% | -16.9% | -7.9% |
| 3Y | +72.7% | +69.9% | +2.8% | +19.5% |
| All | +67.9% | +56.3% | +11.6% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling