+120.7%
VLO vs IOT
+5.2%
+115.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +9.6% | +0.9% | +8.7% | +9.6% |
| 30D | -17.4% | +1.4% | -18.8% | -17.4% |
| 3M | +10.8% | +0.5% | +10.2% | +10.7% |
| 6M | +56.9% | +50.3% | +6.7% | +54.1% |
| YTD | +136.8% | +16.7% | +120.1% | +131.7% |
| 1Y | +120.7% | +6.8% | +113.8% | +117.3% |
| All | +120.7% | +5.2% | +115.5% | +117.3% |
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