+129.7%
VTR vs IOT
+23.8%
+105.8%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.3% | -4.5% | +4.2% | -0.1% |
| 30D | +1.1% | -2.4% | +3.5% | +1.2% |
| 3M | +7.9% | +19.0% | -11.1% | +7.1% |
| 6M | +6.2% | +19.6% | -13.5% | +5.1% |
| YTD | +17.7% | +8.3% | +9.5% | +17.1% |
| 1Y | +32.9% | -0.8% | +33.7% | +32.5% |
| 3Y | +129.7% | +24.4% | +105.3% | +109.9% |
| All | +129.7% | +23.8% | +105.8% | +109.9% |
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 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