+24.4%
IOT vs VSXY
+352.7%
-328.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -0.6% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | -2.4% | -18.7% | +16.2% | -0.1% |
| 3M | +19.0% | -4.0% | +22.9% | +19.0% |
| 6M | +19.6% | +67.5% | -47.8% | +7.6% |
| YTD | +8.3% | +39.7% | -31.4% | -0.7% |
| 1Y | -0.8% | +180.0% | -180.8% | -21.9% |
| 3Y | +24.4% | +337.3% | -312.9% | -12.4% |
| All | +24.4% | +352.7% | -328.3% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling