+57.1%
VT vs IOT
+64.6%
-7.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.3% | -2.6% | +0.3% | -2.0% |
| 30D | -5.0% | +1.2% | -6.1% | -5.1% |
| 3M | -4.9% | +7.2% | -12.1% | -6.0% |
| 6M | -1.5% | +41.7% | -43.2% | -6.4% |
| YTD | +8.5% | +15.6% | -7.1% | +4.7% |
| 1Y | +11.4% | +7.6% | +3.8% | +8.3% |
| 3Y | +70.1% | +69.8% | +0.3% | +51.1% |
| All | +57.1% | +64.6% | -7.5% | +29.0% |
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