-97.9%
IRE vs VLTO
+12.8%
-110.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -0.4% | -33.5% | -34.5% |
| 7D | -57.1% | +12.0% | -69.1% | -49.5% |
| 30D | -84.4% | +20.8% | -105.3% | -79.9% |
| 3M | -85.0% | +20.1% | -105.1% | -80.7% |
| 6M | -95.2% | +32.6% | -127.9% | -93.7% |
| YTD | -93.9% | +17.3% | -111.3% | -91.7% |
| 1Y | -98.8% | +17.3% | -116.1% | -98.3% |
| All | -97.9% | +12.8% | -110.7% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling