+552.2%
VST vs IOT
+64.6%
+487.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.3% | +10.8% | +10.6% |
| 7D | -9.8% | -2.6% | -7.2% | -9.6% |
| 30D | -25.1% | +1.2% | -26.3% | -25.4% |
| 3M | -11.6% | +7.2% | -18.8% | -13.0% |
| 6M | -20.9% | +41.7% | -62.6% | -26.3% |
| YTD | -22.3% | +15.6% | -37.9% | -26.1% |
| 1Y | -32.0% | +7.6% | -39.6% | -34.8% |
| 3Y | +262.4% | +69.8% | +192.6% | +233.0% |
| All | +552.2% | +64.6% | +487.6% | +472.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling