-20.9%
VST vs IOT
+36.3%
-57.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.3% | +10.8% | +10.5% |
| 7D | -9.8% | -2.6% | -7.2% | -10.2% |
| 30D | -25.1% | +1.2% | -26.3% | -24.6% |
| 3M | -11.6% | +7.2% | -18.8% | -9.0% |
| 6M | -20.9% | +41.7% | -62.6% | -14.1% |
| All | -20.9% | +36.3% | -57.2% | -14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling