+56.5%
IOT vs VSH
+69.2%
-12.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.9% |
| 7D | +5.1% | +3.5% | +1.5% | +4.0% |
| 30D | -3.0% | -4.4% | +1.3% | -2.1% |
| 3M | +15.0% | -45.8% | +60.8% | +35.0% |
| 6M | +13.1% | +90.1% | -77.0% | -27.3% |
| YTD | +9.0% | +120.3% | -111.3% | -36.8% |
| 1Y | +0.1% | +112.2% | -112.1% | -41.3% |
| 3Y | +26.4% | +36.6% | -10.2% | -6.6% |
| All | +56.5% | +69.2% | -12.7% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling