+955.3%
VRT vs IOT
+55.2%
+900.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.7% | -5.9% | -8.6% |
| 7D | +2.4% | +5.1% | -2.6% | +1.2% |
| 30D | -2.7% | -3.0% | +0.4% | -2.0% |
| 3M | -9.2% | +15.0% | -24.1% | -14.4% |
| 6M | -0.5% | +13.1% | -13.7% | -7.7% |
| YTD | +62.3% | +9.0% | +53.3% | +49.5% |
| 1Y | +109.6% | +0.1% | +109.4% | +98.0% |
| 3Y | +573.1% | +26.4% | +546.6% | +469.4% |
| All | +955.3% | +55.2% | +900.1% | +594.0% |
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 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