+327.5%
IBKR vs VLTO
+26.2%
+301.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | +0.6% | -1.6% | +2.2% | +1.1% |
| 30D | +3.7% | -2.9% | +6.5% | +4.5% |
| 3M | +4.2% | +12.7% | -8.4% | -0.6% |
| 6M | +36.6% | +1.6% | +35.1% | +35.5% |
| YTD | +41.9% | -4.0% | +45.9% | +43.6% |
| 1Y | +49.5% | -10.2% | +59.7% | +55.0% |
| All | +327.5% | +26.2% | +301.3% | +295.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling