-44.1%
VG vs IOT
-14.3%
-29.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +6.9% | +5.1% |
| 7D | +15.1% | +0.6% | +14.5% | +15.0% |
| 30D | -4.2% | +0.1% | -4.3% | -4.5% |
| 3M | -3.1% | +5.0% | -8.1% | -4.6% |
| 6M | +0.3% | +47.0% | -46.7% | -11.2% |
| YTD | +95.5% | +16.6% | +78.9% | +81.6% |
| 1Y | +64.4% | +4.8% | +59.7% | +57.6% |
| All | -44.1% | -14.3% | -29.8% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling