-33.1%
ILIT vs VOO
+84.2%
-117.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.3% |
| 7D | -3.3% | +0.5% | -3.9% | -4.0% |
| 30D | -1.7% | -0.9% | -0.8% | -0.5% |
| 3M | -15.7% | +3.9% | -19.6% | -19.5% |
| 6M | -8.1% | +14.5% | -22.7% | -21.5% |
| YTD | -5.2% | +13.0% | -18.2% | -17.3% |
| 1Y | +39.2% | +19.4% | +19.8% | +14.3% |
| 3Y | -17.2% | +78.9% | -96.1% | -59.5% |
| All | -33.1% | +84.2% | -117.3% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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