-0.8%
IOT vs VTRS
+66.8%
-67.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.3% |
| 7D | -4.5% | -2.2% | -2.3% | -4.2% |
| 30D | -2.4% | +3.3% | -5.8% | -3.0% |
| 3M | +19.0% | +2.0% | +17.0% | +18.6% |
| 6M | +19.6% | +19.9% | -0.3% | +15.2% |
| YTD | +8.3% | +35.7% | -27.5% | +0.4% |
| 1Y | -0.8% | +68.1% | -68.9% | -12.5% |
| All | -0.8% | +66.8% | -67.6% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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