+120.6%
VLO vs IBN
+4.2%
+116.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.8% | -9.5% | -4.2% |
| 7D | -6.0% | +8.9% | -14.9% | -2.7% |
| 30D | -12.9% | +12.6% | -25.5% | -8.4% |
| 3M | +18.3% | +3.1% | +15.3% | +20.0% |
| 6M | +46.4% | +20.6% | +25.9% | +60.2% |
| YTD | +127.7% | +5.8% | +122.0% | +145.8% |
| 1Y | +120.6% | +3.7% | +117.0% | +138.8% |
| All | +120.6% | +4.2% | +116.4% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling