-42.3%
IOTR vs VT
+23.4%
-65.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.8% | -4.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.0% |
| 30D | -14.2% | +0.8% | -15.0% | -15.4% |
| 3M | -33.3% | +2.8% | -36.1% | -35.8% |
| 6M | +27.2% | +13.0% | +14.2% | +4.2% |
| YTD | +1.4% | +15.4% | -13.9% | -22.8% |
| All | -42.3% | +23.4% | -65.7% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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