+557.0%
VLO vs IOT
+55.2%
+501.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +1.9% |
| 7D | +6.2% | +5.1% | +1.2% | +5.8% |
| 30D | +23.5% | -3.0% | +26.5% | +23.7% |
| 3M | +53.9% | +15.0% | +38.9% | +51.8% |
| 6M | +81.7% | +13.1% | +68.5% | +78.9% |
| YTD | +142.5% | +9.0% | +133.4% | +138.6% |
| 1Y | +145.4% | +0.1% | +145.3% | +142.6% |
| 3Y | +197.3% | +26.4% | +170.9% | +186.2% |
| All | +557.0% | +55.2% | +501.8% | +496.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling