+284.3%
IBKR vs VLTO
+56.4%
+228.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.4% |
| 7D | +7.9% | +1.0% | +6.9% | +7.6% |
| 30D | -2.8% | +17.5% | -20.3% | -6.8% |
| 3M | -10.5% | +21.4% | -31.8% | -15.0% |
| 6M | -3.7% | +38.1% | -41.9% | -13.2% |
| YTD | +27.6% | +19.0% | +8.5% | +21.7% |
| 1Y | +22.5% | +20.7% | +1.9% | +16.1% |
| 3Y | +307.2% | +64.3% | +243.0% | +249.0% |
| All | +284.3% | +56.4% | +228.0% | +235.5% |
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