+1,026.2%
VRT vs IOT
+61.4%
+964.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.7% | +0.6% | +3.3% |
| 7D | +9.1% | -2.3% | +11.5% | +9.8% |
| 30D | +0.9% | +3.8% | -2.9% | -0.4% |
| 3M | -13.4% | +14.2% | -27.5% | -18.1% |
| 6M | +11.7% | +40.1% | -28.4% | -4.3% |
| YTD | +73.2% | +13.4% | +59.8% | +57.7% |
| 1Y | +123.4% | +12.2% | +111.3% | +101.7% |
| 3Y | +606.2% | +30.0% | +576.2% | +492.2% |
| All | +1,026.2% | +61.4% | +964.7% | +632.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling