+9.4%
VG vs IOT
-4.9%
+14.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.2% |
| 7D | -2.5% | +2.8% | -5.3% | -2.7% |
| 30D | +11.1% | -1.8% | +12.9% | +11.1% |
| 3M | +14.9% | +17.9% | -3.0% | +12.0% |
| 6M | +18.4% | +13.5% | +4.8% | +16.9% |
| YTD | +116.6% | +13.3% | +103.3% | +109.7% |
| 1Y | +9.4% | -3.3% | +12.7% | +12.1% |
| All | +9.4% | -4.9% | +14.3% | +12.1% |
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 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