-93.2%
IOTR vs VT
+48.6%
-141.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -1.7% |
| 7D | -5.9% | -0.1% | -5.7% | -5.7% |
| 30D | -11.4% | -0.7% | -10.8% | -10.6% |
| 3M | -24.8% | +4.0% | -28.8% | -31.6% |
| 6M | +19.4% | +12.3% | +7.1% | -5.4% |
| YTD | -1.8% | +14.0% | -15.9% | -26.3% |
| 1Y | -46.3% | +20.3% | -66.6% | -65.1% |
| All | -93.2% | +48.6% | -141.9% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling