+14.7%
IVZ vs VLTO
+34.3%
-19.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.4% |
| 7D | +2.6% | +13.8% | -11.2% | +7.5% |
| 30D | -3.5% | +21.2% | -24.7% | +3.0% |
| 3M | -7.4% | +21.5% | -28.9% | -0.9% |
| 6M | +14.7% | +33.0% | -18.3% | +28.6% |
| All | +14.7% | +34.3% | -19.6% | +28.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling