-34.9%
VST vs IOT
+8.2%
-43.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.1% | -18.0% | -13.3% |
| 7D | -15.7% | -0.5% | -15.3% | -15.6% |
| 30D | -17.0% | +1.0% | -18.0% | -16.7% |
| 3M | -15.9% | +10.9% | -26.8% | -14.3% |
| 6M | -25.0% | +39.9% | -64.9% | -22.2% |
| YTD | -25.1% | +20.8% | -45.9% | -24.1% |
| 1Y | -34.9% | +10.6% | -45.4% | -35.0% |
| All | -34.9% | +8.2% | -43.0% | -35.0% |
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 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