+55.4%
IOT vs VSH
+77.9%
-22.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -2.0% |
| 7D | -4.5% | +4.8% | -9.3% | -5.9% |
| 30D | -2.4% | -0.7% | -1.7% | -2.7% |
| 3M | +19.0% | -43.1% | +62.0% | +37.8% |
| 6M | +19.6% | +91.8% | -72.1% | -22.7% |
| YTD | +8.3% | +131.6% | -123.4% | -38.2% |
| 1Y | -0.8% | +118.1% | -118.9% | -42.0% |
| 3Y | +24.4% | +40.9% | -16.5% | -8.1% |
| All | +55.4% | +77.9% | -22.5% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling