-52.9%
ILIT vs VOO
+77.3%
-130.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.1% |
| 7D | +4.2% | -2.7% | +6.9% | +7.6% |
| 30D | -15.7% | -5.4% | -10.3% | -9.7% |
| 3M | -28.1% | -4.1% | -24.0% | -24.2% |
| 6M | -56.1% | +0.7% | -56.9% | -56.3% |
| YTD | -33.3% | +8.7% | -42.0% | -39.0% |
| 1Y | -16.5% | +11.0% | -27.5% | -25.5% |
| 3Y | -30.3% | +75.5% | -105.7% | -65.3% |
| All | -52.9% | +77.3% | -130.2% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling