-28.5%
VST vs IOT
+7.8%
-36.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.1% | +4.3% | +7.7% |
| 7D | -0.5% | +0.8% | -1.3% | -0.3% |
| 30D | -17.1% | +1.6% | -18.7% | -16.8% |
| 3M | -4.6% | +3.3% | -7.9% | -3.7% |
| 6M | -9.1% | +42.0% | -51.1% | -5.8% |
| YTD | -16.6% | +19.1% | -35.7% | -16.0% |
| All | -28.5% | +7.8% | -36.2% | -28.7% |
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