+65.2%
IWM vs VLTO
+54.8%
+10.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -2.0% | +5.4% | -7.4% | -3.9% |
| 30D | -1.5% | +22.3% | -23.8% | -8.6% |
| 3M | -8.0% | +19.6% | -27.6% | -14.1% |
| 6M | -4.1% | +35.2% | -39.3% | -15.2% |
| YTD | +11.9% | +17.9% | -5.9% | +5.0% |
| 1Y | +15.0% | +19.5% | -4.5% | +7.0% |
| 3Y | +64.2% | +73.9% | -9.7% | +34.3% |
| All | +65.2% | +54.8% | +10.4% | +38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling