-95.2%
IOTR vs VT
+44.7%
-139.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.3% | -9.8% | -9.7% |
| 7D | -14.1% | +2.4% | -16.5% | -17.0% |
| 30D | -23.1% | -1.5% | -21.6% | -22.2% |
| 3M | -38.2% | -4.1% | -34.1% | -34.6% |
| 6M | -20.4% | +0.6% | -20.9% | -22.8% |
| YTD | -30.5% | +11.0% | -41.5% | -46.2% |
| 1Y | -42.4% | +13.3% | -55.7% | -57.8% |
| All | -95.2% | +44.7% | -139.9% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling