+55.8%
IBN vs VLTO
+56.1%
-0.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.5% |
| 7D | +14.6% | +2.0% | +12.6% | +14.3% |
| 30D | +23.5% | +21.8% | +1.7% | +20.0% |
| 3M | +14.0% | +20.2% | -6.2% | +10.9% |
| 6M | +31.1% | +36.3% | -5.2% | +25.1% |
| YTD | +16.6% | +18.8% | -2.3% | +13.2% |
| 1Y | +14.9% | +20.4% | -5.5% | +11.4% |
| 3Y | +56.9% | +71.9% | -15.0% | +45.3% |
| All | +55.8% | +56.1% | -0.4% | +46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling