+61.2%
VT vs IOT
+65.9%
-4.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | +2.9% | +0.6% | +2.3% | +2.8% |
| 30D | -2.5% | +0.1% | -2.6% | -2.6% |
| 3M | -3.3% | +5.0% | -8.4% | -4.2% |
| 6M | +1.5% | +47.0% | -45.5% | -3.9% |
| YTD | +11.4% | +16.6% | -5.2% | +7.4% |
| 1Y | +11.9% | +4.8% | +7.1% | +9.2% |
| 3Y | +73.9% | +72.2% | +1.7% | +54.3% |
| All | +61.2% | +65.9% | -4.7% | +32.3% |
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