-5.5%
IP vs VFC
+43.0%
-48.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.1% |
| 7D | -2.8% | -1.4% | -1.4% | -2.2% |
| 30D | +9.2% | +30.7% | -21.5% | -2.1% |
| 3M | -16.1% | +40.6% | -56.8% | -27.3% |
| 6M | +9.6% | +16.5% | -6.9% | +0.8% |
| YTD | -8.8% | +16.2% | -25.0% | -18.7% |
| 1Y | -5.5% | +42.4% | -48.0% | -24.7% |
| All | -5.5% | +43.0% | -48.5% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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