-97.1%
IRE vs VLTO
+21.7%
-118.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.5% | +11.6% | +12.8% |
| 7D | -15.1% | +1.5% | -16.6% | -13.8% |
| 30D | -71.4% | +20.9% | -92.3% | -61.5% |
| 3M | -81.2% | +21.4% | -102.6% | -74.5% |
| 6M | -93.7% | +37.6% | -131.3% | -91.0% |
| YTD | -92.2% | +19.5% | -111.8% | -89.1% |
| All | -97.1% | +21.7% | -118.8% | -95.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling