+126.0%
IVZ vs VLTO
+54.8%
+71.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -2.4% | +5.4% | -7.8% | -4.5% |
| 30D | -11.2% | +22.3% | -33.5% | -18.7% |
| 3M | -14.0% | +19.6% | -33.6% | -20.5% |
| 6M | +0.5% | +35.2% | -34.7% | -13.4% |
| YTD | +5.4% | +17.9% | -12.4% | -1.9% |
| 1Y | +19.5% | +19.5% | -0.1% | +9.9% |
| 3Y | +128.7% | +73.9% | +54.8% | +83.3% |
| All | +126.0% | +54.8% | +71.2% | +85.1% |
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