-51.4%
VG vs IOT
-15.0%
-36.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -22.0% | -2.6% | -19.5% | -21.7% |
| 30D | -11.6% | +1.2% | -12.8% | -12.1% |
| 3M | -14.9% | +7.2% | -22.1% | -16.8% |
| 6M | -3.5% | +41.7% | -45.2% | -13.9% |
| YTD | +70.0% | +15.6% | +54.4% | +58.1% |
| 1Y | +50.0% | +7.6% | +42.4% | +41.8% |
| All | -51.4% | -15.0% | -36.3% | -53.4% |
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 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