+67.0%
VT vs IOT
+61.4%
+5.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.8% | -0.4% |
| 7D | +0.4% | -2.3% | +2.8% | +0.7% |
| 30D | +1.0% | +3.8% | -2.8% | +0.4% |
| 3M | +2.4% | +14.2% | -11.8% | +0.3% |
| 6M | +12.0% | +40.1% | -28.1% | +6.1% |
| YTD | +15.3% | +13.4% | +1.9% | +11.9% |
| 1Y | +22.6% | +12.2% | +10.4% | +18.4% |
| 3Y | +74.7% | +30.0% | +44.7% | +60.5% |
| All | +67.0% | +61.4% | +5.6% | +37.8% |
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