+71.6%
VTV vs IOT
+54.4%
+17.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | -1.3% | -4.7% | +3.3% | -1.1% |
| 3M | +5.6% | +17.8% | -12.1% | +4.1% |
| 6M | +12.4% | +16.8% | -4.4% | +10.5% |
| YTD | +17.6% | +8.4% | +9.2% | +15.9% |
| 1Y | +23.5% | -0.8% | +24.3% | +22.2% |
| 3Y | +67.0% | +25.7% | +41.3% | +59.0% |
| All | +71.6% | +54.4% | +17.2% | +52.3% |
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