+49.3%
IGV vs VLTO
+56.1%
-6.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.3% |
| 7D | -0.4% | +2.0% | -2.5% | -1.1% |
| 30D | -9.9% | +21.8% | -31.7% | -16.5% |
| 3M | -1.2% | +20.2% | -21.4% | -8.0% |
| 6M | +11.3% | +36.3% | -25.0% | -1.7% |
| YTD | -4.0% | +18.8% | -22.8% | -10.4% |
| 1Y | -7.3% | +20.4% | -27.7% | -14.1% |
| 3Y | +42.8% | +71.9% | -29.1% | +18.3% |
| All | +49.3% | +56.1% | -6.9% | +27.1% |
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