+88.3%
ILF price history and return analytics
+217.6%
-129.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.4% |
| 7D | +1.8% | -0.1% | +1.9% | +1.7% |
| 30D | -15.1% | -3.1% | -12.0% | -12.2% |
| 3M | -6.1% | -3.5% | -2.6% | -2.5% |
| 6M | -9.9% | +0.5% | -10.4% | -10.8% |
| YTD | +7.8% | +10.8% | -3.0% | -4.5% |
| 1Y | +10.2% | +11.9% | -1.7% | -3.5% |
| 3Y | +42.4% | +73.0% | -30.6% | -26.3% |
| 5Y | +82.4% | +58.6% | +23.8% | +4.4% |
| 10Y | +88.3% | +219.2% | -130.9% | -61.0% |
| All | +88.3% | +217.6% | -129.3% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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