+55.4%
IOT vs VMC
+28.7%
+26.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.8% |
| 7D | -4.5% | -3.8% | -0.8% | -1.7% |
| 30D | -2.4% | -9.7% | +7.3% | +5.2% |
| 3M | +19.0% | -9.6% | +28.6% | +27.2% |
| 6M | +19.6% | -4.8% | +24.5% | +19.9% |
| YTD | +8.3% | -10.9% | +19.1% | +11.5% |
| 1Y | -0.8% | -15.6% | +14.8% | +7.5% |
| 3Y | +24.4% | +19.3% | +5.1% | -5.5% |
| All | +55.4% | +28.7% | +26.7% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling