+75.7%
VTI vs IOT
+23.8%
+51.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.9% | -4.5% | +3.6% | -0.4% |
| 30D | -1.4% | -2.4% | +1.0% | -1.3% |
| 3M | +3.6% | +19.0% | -15.4% | +1.0% |
| 6M | +13.6% | +19.6% | -6.0% | +10.0% |
| YTD | +12.9% | +8.3% | +4.7% | +10.3% |
| 1Y | +17.2% | -0.8% | +18.0% | +15.5% |
| 3Y | +75.7% | +24.4% | +51.3% | +64.5% |
| All | +75.7% | +23.8% | +51.8% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling