+64.2%
VEA vs IOT
+54.4%
+9.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | -1.1% | -4.7% | +3.6% | -0.7% |
| 3M | +5.1% | +17.8% | -12.7% | +3.0% |
| 6M | +9.8% | +16.8% | -7.1% | +7.2% |
| YTD | +15.9% | +8.4% | +7.5% | +13.5% |
| 1Y | +24.6% | -0.8% | +25.4% | +22.8% |
| 3Y | +75.5% | +25.7% | +49.8% | +63.6% |
| All | +64.2% | +54.4% | +9.8% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling