+679.0%
VST vs IOT
+61.4%
+617.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +3.0% |
| 7D | +8.9% | -2.3% | +11.2% | +9.2% |
| 30D | +6.2% | +3.8% | +2.4% | +5.4% |
| 3M | -2.7% | +14.2% | -16.9% | -5.5% |
| 6M | -8.4% | +40.1% | -48.5% | -15.0% |
| YTD | -7.2% | +13.4% | -20.6% | -11.2% |
| 1Y | -20.9% | +12.2% | -33.1% | -24.8% |
| 3Y | +384.0% | +30.0% | +354.0% | +356.4% |
| All | +679.0% | +61.4% | +617.5% | +588.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling