+51.8%
VG vs IOT
+8.2%
+43.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +4.1% | -11.8% | -7.6% |
| 7D | -16.4% | -0.5% | -15.9% | -16.3% |
| 30D | -10.8% | +1.0% | -11.8% | -10.7% |
| 3M | -6.3% | +10.9% | -17.2% | -6.2% |
| 6M | -12.5% | +39.9% | -52.4% | -13.7% |
| YTD | +76.9% | +20.8% | +56.1% | +68.8% |
| 1Y | +51.8% | +10.6% | +41.2% | +40.4% |
| All | +51.8% | +8.2% | +43.6% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling