+59.0%
IBN vs VLTO
+71.3%
-12.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +11.1% | +1.5% | +9.6% | +10.9% |
| 30D | +23.9% | +20.9% | +2.9% | +20.4% |
| 3M | +16.3% | +21.4% | -5.1% | +12.9% |
| 6M | +34.2% | +37.6% | -3.4% | +27.7% |
| YTD | +17.6% | +19.5% | -2.0% | +14.0% |
| 1Y | +13.8% | +22.0% | -8.2% | +10.1% |
| All | +59.0% | +71.3% | -12.3% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling