+31.3%
IFF vs VLTO
+55.4%
-24.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.7% | -2.4% |
| 7D | -6.9% | +0.8% | -7.7% | -7.2% |
| 30D | -8.9% | +18.7% | -27.6% | -13.8% |
| 3M | -3.7% | +21.7% | -25.4% | -9.7% |
| 6M | +3.5% | +35.8% | -32.4% | -6.1% |
| YTD | +21.2% | +18.3% | +2.9% | +14.5% |
| 1Y | +25.6% | +20.9% | +4.7% | +17.5% |
| 3Y | +19.7% | +68.8% | -49.1% | +8.7% |
| All | +31.3% | +55.4% | -24.1% | +19.1% |
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