+53.2%
IBN vs VLTO
+54.8%
-1.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | +15.1% | +5.4% | +9.7% | +14.2% |
| 30D | +21.6% | +22.3% | -0.7% | +18.1% |
| 3M | +11.2% | +19.6% | -8.4% | +8.3% |
| 6M | +27.8% | +35.2% | -7.4% | +22.1% |
| YTD | +14.7% | +17.9% | -3.2% | +11.5% |
| 1Y | +14.4% | +19.5% | -5.1% | +11.0% |
| 3Y | +52.1% | +73.9% | -21.8% | +40.6% |
| All | +53.2% | +54.8% | -1.6% | +44.1% |
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