+63.6%
IWM vs VLTO
+54.1%
+9.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.4% |
| 7D | -4.6% | +12.0% | -16.6% | -8.5% |
| 30D | -3.7% | +20.8% | -24.5% | -10.3% |
| 3M | -9.4% | +20.1% | -29.5% | -15.5% |
| 6M | -3.6% | +32.6% | -36.2% | -14.1% |
| YTD | +10.8% | +17.3% | -6.5% | +4.2% |
| 1Y | +11.9% | +17.3% | -5.4% | +5.0% |
| 3Y | +60.6% | +66.9% | -6.3% | +33.0% |
| All | +63.6% | +54.1% | +9.5% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling