+27.9%
VTV vs IOT
+8.2%
+19.7%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +1.5% |
| 7D | +1.8% | -0.5% | +2.2% | +1.8% |
| 30D | +6.0% | +1.0% | +5.0% | +6.0% |
| 3M | +3.7% | +10.9% | -7.3% | +3.7% |
| 6M | +13.9% | +39.9% | -26.0% | +14.0% |
| YTD | +22.8% | +20.8% | +2.0% | +23.9% |
| 1Y | +27.9% | +10.6% | +17.3% | +28.9% |
| All | +27.9% | +8.2% | +19.7% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling