-2.8%
IP vs VFC
+41.4%
-44.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.9% |
| 7D | 0.0% | +3.5% | -3.5% | -1.3% |
| 30D | +9.4% | +38.3% | -28.9% | -4.3% |
| 3M | -14.1% | +40.2% | -54.2% | -25.4% |
| 6M | +9.2% | +10.6% | -1.5% | +2.2% |
| YTD | -7.5% | +16.7% | -24.3% | -17.7% |
| 1Y | -2.8% | +45.0% | -47.8% | -22.7% |
| All | -2.8% | +41.4% | -44.2% | -22.7% |
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