+123.4%
VRT vs IOT
+14.9%
+108.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.7% | +0.6% | +4.5% |
| 7D | +9.1% | -2.3% | +11.5% | +8.9% |
| 30D | +0.9% | +3.8% | -2.9% | +1.1% |
| 3M | -13.4% | +14.2% | -27.5% | -12.1% |
| 6M | +11.7% | +40.1% | -28.4% | +11.5% |
| YTD | +73.2% | +13.4% | +59.8% | +79.9% |
| 1Y | +123.4% | +12.2% | +111.3% | +142.0% |
| All | +123.4% | +14.9% | +108.6% | +142.0% |
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