+62.6%
IOT vs VO
+42.8%
+19.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.9% |
| 7D | +2.8% | +0.6% | +2.2% | +1.6% |
| 30D | -1.8% | -1.1% | -0.7% | +0.2% |
| 3M | +17.9% | +4.5% | +13.3% | +8.4% |
| 6M | +13.5% | +11.1% | +2.5% | -7.7% |
| YTD | +13.3% | +13.5% | -0.3% | -11.9% |
| 1Y | -3.3% | +14.5% | -17.8% | -25.5% |
| 3Y | +31.3% | +58.1% | -26.8% | -45.2% |
| All | +62.6% | +42.8% | +19.7% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling