+17.6%
ILF vs VT
+356.1%
-338.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -4.8% | -1.6% | -3.2% | -2.9% |
| 30D | -9.0% | -2.5% | -6.5% | -6.1% |
| 3M | -9.4% | -1.3% | -8.1% | -8.1% |
| 6M | -10.9% | +3.1% | -14.0% | -14.5% |
| YTD | +5.9% | +10.9% | -5.0% | -7.0% |
| 1Y | +11.8% | +12.1% | -0.3% | -3.2% |
| 3Y | +40.0% | +73.9% | -33.9% | -31.2% |
| 5Y | +79.7% | +58.0% | +21.8% | -2.4% |
| 10Y | +74.9% | +225.5% | -150.5% | -61.4% |
| All | +17.6% | +356.1% | -338.5% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling