+72.8%
VTV vs IOT
+54.1%
+18.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.1% | -4.5% | +3.4% | -0.8% |
| 30D | -1.0% | -2.4% | +1.4% | -0.9% |
| 3M | +4.6% | +19.0% | -14.3% | +3.1% |
| 6M | +13.5% | +19.6% | -6.1% | +11.4% |
| YTD | +18.5% | +8.3% | +10.2% | +16.7% |
| 1Y | +22.9% | -0.8% | +23.7% | +21.6% |
| 3Y | +67.8% | +24.4% | +43.4% | +59.9% |
| All | +72.8% | +54.1% | +18.7% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling