+24.4%
IOT vs VMC
+18.8%
+5.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.7% |
| 7D | -4.5% | -3.8% | -0.8% | -2.3% |
| 30D | -2.4% | -9.7% | +7.3% | +3.6% |
| 3M | +19.0% | -9.6% | +28.6% | +25.5% |
| 6M | +19.6% | -4.8% | +24.5% | +19.4% |
| YTD | +8.3% | -10.9% | +19.1% | +10.1% |
| 1Y | -0.8% | -15.6% | +14.8% | +6.0% |
| 3Y | +24.4% | +19.3% | +5.1% | -6.9% |
| All | +24.4% | +18.8% | +5.6% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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