+55.4%
IOT vs VO
+41.5%
+13.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -1.6% |
| 7D | -4.5% | -1.5% | -3.0% | -1.8% |
| 30D | -2.4% | -3.0% | +0.6% | +3.3% |
| 3M | +19.0% | +2.8% | +16.1% | +12.9% |
| 6M | +19.6% | +10.9% | +8.7% | -2.6% |
| YTD | +8.3% | +12.5% | -4.2% | -14.3% |
| 1Y | -0.8% | +12.0% | -12.8% | -20.3% |
| 3Y | +24.4% | +56.3% | -31.9% | -46.9% |
| All | +55.4% | +41.5% | +13.9% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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