+45.5%
IGV vs VLTO
+54.8%
-9.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -5.2% | +5.4% | -10.6% | -7.0% |
| 30D | -10.0% | +22.3% | -32.3% | -16.7% |
| 3M | -0.5% | +19.6% | -20.2% | -7.2% |
| 6M | +12.6% | +35.2% | -22.5% | -0.3% |
| YTD | -6.4% | +17.9% | -24.3% | -12.4% |
| 1Y | -9.5% | +19.5% | -29.0% | -15.9% |
| 3Y | +41.7% | +73.9% | -32.2% | +17.0% |
| All | +45.5% | +54.8% | -9.4% | +24.3% |
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