+729.2%
VRT vs IOT
+69.6%
+659.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +5.8% |
| 7D | +0.5% | -1.3% | +1.8% | +1.0% |
| 30D | -13.7% | +1.5% | -15.2% | -14.3% |
| 3M | -26.7% | +4.8% | -31.5% | -28.4% |
| 6M | -43.8% | +45.3% | -89.1% | -51.3% |
| YTD | +27.6% | +19.2% | +8.4% | +13.6% |
| 1Y | +15.5% | +6.1% | +9.4% | +6.9% |
| 3Y | +395.6% | +76.0% | +319.6% | +278.8% |
| All | +729.2% | +69.6% | +659.6% | +427.5% |
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 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