+80.5%
ILF vs VT
+53.2%
+27.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +2.1% |
| 7D | -2.4% | -4.2% | +1.7% | +1.1% |
| 30D | -16.2% | -5.8% | -10.4% | -11.9% |
| 3M | -9.1% | -5.2% | -3.9% | -4.9% |
| 6M | -11.2% | +0.1% | -11.3% | -11.4% |
| YTD | +6.0% | +8.2% | -2.2% | -0.9% |
| 1Y | +10.6% | +10.1% | +0.5% | +1.9% |
| 3Y | +40.2% | +69.7% | -29.4% | -9.9% |
| 5Y | +80.5% | +53.4% | +27.1% | +27.3% |
| All | +80.5% | +53.2% | +27.3% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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