+755.3%
IVV vs VLO
+9,588.5%
-8,833.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -0.6% | -9.5% | +8.9% | +1.8% |
| 30D | -3.7% | -19.1% | +15.5% | +1.0% |
| 3M | -2.7% | +11.4% | -14.1% | -5.9% |
| 6M | +2.2% | +46.7% | -44.5% | -8.0% |
| YTD | +10.9% | +118.6% | -107.7% | -10.6% |
| 1Y | +11.3% | +99.9% | -88.6% | -8.3% |
| 3Y | +76.9% | +210.5% | -133.6% | +27.4% |
| 5Y | +73.5% | +432.7% | -359.2% | +4.7% |
| 10Y | +307.4% | +717.1% | -409.7% | +100.0% |
| All | +755.3% | +9,588.5% | -8,833.2% | +115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling