+12.2%
IOT vs VSH
+118.1%
-106.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.7% | +3.8% |
| 7D | -2.3% | +4.1% | -6.4% | -2.3% |
| 30D | +3.8% | -4.2% | +8.0% | +3.8% |
| 3M | +14.2% | -50.0% | +64.1% | +18.6% |
| 6M | +40.1% | +80.2% | -40.1% | +18.0% |
| YTD | +13.4% | +121.1% | -107.7% | -15.3% |
| 1Y | +12.2% | +112.0% | -99.8% | -15.4% |
| All | +12.2% | +118.1% | -106.0% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling