-100.0%
INLF vs VOO
+32.0%
-132.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -3.3% |
| 7D | -13.2% | -0.8% | -12.5% | -12.2% |
| 30D | -33.7% | -1.1% | -32.7% | -32.8% |
| 3M | -99.6% | +3.9% | -103.5% | -99.6% |
| 6M | -99.7% | +13.6% | -113.3% | -99.7% |
| YTD | -99.8% | +12.7% | -112.5% | -99.8% |
| 1Y | -99.9% | +17.6% | -117.5% | -99.9% |
| All | -100.0% | +32.0% | -132.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling