+114.4%
VTR vs IOT
+55.2%
+59.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.3% |
| 7D | -2.9% | +5.1% | -8.0% | -3.2% |
| 30D | -2.8% | -3.0% | +0.2% | -2.7% |
| 3M | +9.0% | +15.0% | -5.9% | +7.8% |
| 6M | +5.0% | +13.1% | -8.2% | +3.6% |
| YTD | +16.9% | +9.0% | +7.9% | +15.4% |
| 1Y | +34.3% | +0.1% | +34.2% | +32.9% |
| 3Y | +131.6% | +26.4% | +105.1% | +118.8% |
| All | +114.4% | +55.2% | +59.2% | +81.4% |
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