+931.9%
VRT vs IOT
+54.1%
+877.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | -8.4% | -4.5% | -3.8% | -7.1% |
| 30D | -10.9% | -2.4% | -8.4% | -10.3% |
| 3M | -13.7% | +19.0% | -32.7% | -19.4% |
| 6M | -4.1% | +19.6% | -23.8% | -12.6% |
| YTD | +58.7% | +8.3% | +50.5% | +46.4% |
| 1Y | +89.6% | -0.8% | +90.4% | +79.7% |
| 3Y | +558.1% | +24.4% | +533.7% | +459.4% |
| All | +931.9% | +54.1% | +877.8% | +579.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling