+28.7%
IRM vs VLTO
+21.9%
+6.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -0.6% |
| 7D | +6.8% | +1.0% | +5.8% | +6.9% |
| 30D | +2.6% | +17.5% | -14.9% | +4.9% |
| 3M | -9.5% | +21.4% | -30.9% | -7.0% |
| 6M | -8.5% | +38.1% | -46.6% | -6.0% |
| YTD | +40.3% | +19.0% | +21.3% | +45.3% |
| 1Y | +28.7% | +20.7% | +8.0% | +32.5% |
| All | +28.7% | +21.9% | +6.8% | +32.5% |
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