+790.3%
VLO vs IBN
+385.6%
+404.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +9.6% | +1.9% | +7.8% | +8.8% |
| 30D | -17.4% | +22.1% | -39.5% | -24.0% |
| 3M | +10.8% | +17.1% | -6.3% | +3.5% |
| 6M | +56.9% | +35.5% | +21.4% | +37.6% |
| YTD | +136.8% | +16.8% | +120.0% | +118.2% |
| 1Y | +120.7% | +12.4% | +108.3% | +106.8% |
| 3Y | +231.9% | +58.0% | +173.9% | +158.9% |
| 5Y | +479.0% | +73.7% | +405.3% | +322.2% |
| All | +790.3% | +385.6% | +404.8% | +334.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling