+691.6%
VST vs IOT
+61.2%
+630.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +9.9% | +2.8% | +7.1% | +9.4% |
| 30D | +7.9% | -1.8% | +9.7% | +8.0% |
| 3M | +3.4% | +17.9% | -14.5% | 0.0% |
| 6M | -4.1% | +13.5% | -17.6% | -7.5% |
| YTD | -5.7% | +13.3% | -19.0% | -9.7% |
| 1Y | -18.9% | -3.3% | -15.6% | -20.6% |
| 3Y | +359.1% | +31.3% | +327.7% | +332.6% |
| All | +691.6% | +61.2% | +630.4% | +599.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling