-46.3%
IOTR vs VT
+20.4%
-66.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -1.9% |
| 7D | -5.9% | -0.1% | -5.7% | -5.7% |
| 30D | -11.4% | -0.7% | -10.8% | -10.7% |
| 3M | -24.8% | +4.0% | -28.8% | -30.8% |
| 6M | +19.4% | +12.3% | +7.1% | -1.2% |
| YTD | -1.8% | +14.0% | -15.9% | -23.6% |
| 1Y | -46.3% | +20.3% | -66.6% | -59.4% |
| All | -46.3% | +20.4% | -66.7% | -59.4% |
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