+41.2%
VWO vs IOT
+54.4%
-13.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -1.7% | -0.8% | -0.9% | -1.7% |
| 30D | -0.3% | -4.7% | +4.4% | 0.0% |
| 3M | +4.0% | +17.8% | -13.8% | +1.9% |
| 6M | +8.1% | +16.8% | -8.7% | +5.6% |
| YTD | +11.6% | +8.4% | +3.2% | +9.3% |
| 1Y | +16.2% | -0.8% | +17.0% | +14.6% |
| 3Y | +63.3% | +25.7% | +37.5% | +52.1% |
| All | +41.2% | +54.4% | -13.2% | +19.9% |
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 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