+78.4%
IVV vs VLO
+199.5%
-121.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | +5.2% | -5.1% | -0.5% |
| 30D | +0.1% | +22.6% | -22.5% | -2.3% |
| 3M | +2.0% | +43.8% | -41.8% | -2.5% |
| 6M | +13.0% | +65.7% | -52.7% | +5.3% |
| YTD | +13.6% | +131.1% | -117.5% | -0.6% |
| 1Y | +20.1% | +143.6% | -123.6% | +3.6% |
| All | +78.4% | +199.5% | -121.2% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 3y: compounded portfolio wealth divided by compounded VLO 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…
3y analysis · Full analysis span regression · 6 months rolling