+9,906.1%
VLO vs IBN
+1,772.2%
+8,133.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -0.4% | +11.1% | -11.6% | -3.5% |
| 30D | -16.6% | +23.9% | -40.4% | -21.7% |
| 3M | +12.3% | +16.3% | -4.0% | +7.1% |
| 6M | +47.8% | +34.2% | +13.6% | +35.1% |
| YTD | +126.7% | +17.6% | +109.2% | +113.4% |
| 1Y | +105.4% | +13.8% | +91.5% | +95.1% |
| 3Y | +222.0% | +57.0% | +165.0% | +174.6% |
| 5Y | +449.8% | +75.3% | +374.5% | +349.2% |
| 10Y | +754.3% | +388.7% | +365.7% | +410.9% |
| All | +9,906.1% | +1,772.2% | +8,133.9% | +3,841.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling