+19.6%
IAU vs VLTO
-9.1%
+28.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | +0.7% | -1.6% | +2.3% | +0.8% |
| 30D | +0.3% | -2.9% | +3.2% | +0.3% |
| 3M | +0.7% | +12.7% | -12.0% | +0.8% |
| 6M | -15.5% | +1.6% | -17.1% | -15.5% |
| YTD | +1.0% | -4.0% | +4.9% | -0.8% |
| 1Y | +19.6% | -10.2% | +29.7% | +17.8% |
| All | +19.6% | -9.1% | +28.7% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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