+64.2%
IJR vs VLTO
+26.2%
+38.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +0.9% | -1.6% | +2.5% | +1.5% |
| 30D | -3.1% | -2.9% | -0.3% | -2.1% |
| 3M | +4.4% | +12.7% | -8.3% | -1.1% |
| 6M | +16.1% | +1.6% | +14.6% | +14.9% |
| YTD | +20.6% | -4.0% | +24.6% | +22.2% |
| 1Y | +22.9% | -10.2% | +33.0% | +28.4% |
| All | +64.2% | +26.2% | +38.0% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling