+103.2%
IRM vs VLTO
+54.8%
+48.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -8.6% | +5.4% | -14.0% | -9.7% |
| 30D | -8.0% | +22.3% | -30.3% | -12.5% |
| 3M | -12.0% | +19.6% | -31.6% | -15.9% |
| 6M | -18.2% | +35.2% | -53.3% | -25.2% |
| YTD | +31.4% | +17.9% | +13.5% | +25.8% |
| 1Y | +9.2% | +19.5% | -10.4% | +3.8% |
| 3Y | +94.6% | +73.9% | +20.7% | +70.8% |
| All | +103.2% | +54.8% | +48.4% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling