+39.2%
IFF vs VLTO
+26.2%
+13.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -0.2% | -1.6% | +1.4% | +0.3% |
| 30D | -0.3% | -2.9% | +2.5% | +0.6% |
| 3M | +18.6% | +12.7% | +5.9% | +14.4% |
| 6M | +17.4% | +1.6% | +15.8% | +16.7% |
| YTD | +28.5% | -4.0% | +32.5% | +29.9% |
| 1Y | +32.5% | -10.2% | +42.7% | +37.4% |
| All | +39.2% | +26.2% | +13.0% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling