+390.2%
VRT vs IOT
+79.2%
+311.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +5.9% |
| 7D | +0.5% | -1.3% | +1.8% | +0.9% |
| 30D | -13.7% | +1.5% | -15.2% | -14.2% |
| 3M | -26.7% | +4.8% | -31.5% | -28.1% |
| 6M | -43.8% | +45.3% | -89.1% | -50.6% |
| YTD | +27.6% | +19.2% | +8.4% | +16.0% |
| 1Y | +15.5% | +6.1% | +9.4% | +10.0% |
| All | +390.2% | +79.2% | +311.0% | +315.5% |
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