+644.6%
VRT vs IOT
+29.6%
+615.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +13.6% | +2.8% | +10.8% | +12.8% |
| 30D | +6.8% | -1.8% | +8.6% | +7.0% |
| 3M | -3.2% | +17.9% | -21.1% | -9.0% |
| 6M | +20.3% | +13.5% | +6.8% | +12.4% |
| YTD | +79.6% | +13.3% | +66.3% | +65.0% |
| 1Y | +139.0% | -3.3% | +142.3% | +133.1% |
| All | +644.6% | +29.6% | +615.0% | +557.2% |
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