+35.9%
IFF vs VLTO
+56.3%
-20.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -9.8% | +1.6% | -11.4% | -10.3% |
| 30D | -1.6% | +22.0% | -23.6% | -7.8% |
| 3M | -1.8% | +21.9% | -23.7% | -7.9% |
| 6M | +3.6% | +36.5% | -32.9% | -6.1% |
| YTD | +25.4% | +19.0% | +6.4% | +18.2% |
| 1Y | +35.4% | +21.0% | +14.4% | +26.7% |
| 3Y | +23.9% | +69.9% | -46.0% | +12.3% |
| All | +35.9% | +56.3% | -20.5% | +23.0% |
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