+55.4%
IOT vs VNQ
+3.1%
+52.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.0% |
| 7D | -4.5% | -1.3% | -3.3% | -3.0% |
| 30D | -2.4% | -2.6% | +0.1% | +0.7% |
| 3M | +19.0% | -2.0% | +21.0% | +22.0% |
| 6M | +19.6% | +4.3% | +15.3% | +11.8% |
| YTD | +8.3% | +9.2% | -1.0% | -5.0% |
| 1Y | -0.8% | +5.6% | -6.4% | -9.1% |
| 3Y | +24.4% | +30.8% | -6.4% | -15.6% |
| All | +55.4% | +3.1% | +52.2% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 all: compounded portfolio wealth divided by compounded VNQ 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…
all analysis · Full analysis span regression · 6 months rolling