+108.2%
V vs IOT
+69.6%
+38.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.4% |
| 7D | -2.3% | -1.3% | -1.0% | -2.2% |
| 30D | +9.5% | +1.5% | +8.0% | +9.3% |
| 3M | +17.5% | +4.8% | +12.7% | +16.6% |
| 6M | +32.2% | +45.3% | -13.1% | +26.0% |
| YTD | +22.3% | +19.2% | +3.1% | +18.3% |
| 1Y | +26.8% | +6.1% | +20.7% | +24.0% |
| 3Y | +77.5% | +76.0% | +1.5% | +58.4% |
| All | +108.2% | +69.6% | +38.6% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 5y: compounded portfolio wealth divided by compounded IOT 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…
5y analysis · Full analysis span regression · 6 months rolling