+601.6%
VLO vs IBN
+56.7%
+544.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +3.6% |
| 7D | +5.8% | -2.2% | +7.9% | +6.1% |
| 30D | +28.3% | -2.3% | +30.6% | +28.7% |
| 3M | +48.7% | +15.9% | +32.9% | +45.3% |
| 6M | +71.9% | +5.6% | +66.3% | +70.3% |
| YTD | +138.7% | -0.1% | +138.7% | +138.8% |
| 1Y | +148.5% | -6.5% | +155.0% | +151.9% |
| 3Y | +192.7% | +29.3% | +163.4% | +168.3% |
| 5Y | +601.6% | +56.6% | +545.1% | +513.7% |
| All | +601.6% | +56.7% | +544.9% | +513.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling