-20.9%
VST vs IOT
+14.9%
-35.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +3.8% |
| 7D | +8.9% | -2.3% | +11.2% | +8.8% |
| 30D | +6.2% | +3.8% | +2.4% | +6.6% |
| 3M | -2.7% | +14.2% | -16.9% | -1.4% |
| 6M | -8.4% | +40.1% | -48.5% | -7.7% |
| YTD | -7.2% | +13.4% | -20.6% | -6.4% |
| 1Y | -20.9% | +12.2% | -33.1% | -19.5% |
| All | -20.9% | +14.9% | -35.8% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling