-97.1%
IRE vs VLTO
+13.3%
-110.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +0.5% | +39.1% | +40.2% |
| 7D | -27.2% | +5.4% | -32.6% | -21.6% |
| 30D | -75.1% | +22.3% | -97.4% | -67.5% |
| 3M | -77.9% | +19.6% | -97.5% | -71.7% |
| 6M | -94.6% | +35.2% | -129.7% | -92.9% |
| YTD | -91.5% | +17.9% | -109.4% | -88.3% |
| 1Y | -97.8% | +19.5% | -117.3% | -97.0% |
| All | -97.1% | +13.3% | -110.4% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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