+61.2%
VT vs IOT
+69.6%
-8.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.4% | +2.3% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | -2.6% | +1.6% | -4.2% | -2.8% |
| 3M | -3.2% | +3.3% | -6.5% | -3.9% |
| 6M | +0.9% | +42.0% | -41.1% | -4.1% |
| YTD | +11.3% | +19.1% | -7.8% | +7.1% |
| 1Y | +14.0% | +8.8% | +5.2% | +10.8% |
| 3Y | +75.8% | +79.2% | -3.4% | +55.3% |
| All | +61.2% | +69.6% | -8.4% | +31.9% |
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