+23.9%
IP vs VFC
-28.0%
+51.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.7% |
| 7D | -5.3% | -1.6% | -3.7% | -4.9% |
| 30D | -10.9% | -11.6% | +0.8% | -8.4% |
| 3M | +11.2% | -18.1% | +29.3% | +15.8% |
| 6M | -10.2% | -27.4% | +17.1% | -4.6% |
| YTD | -2.0% | -24.8% | +22.8% | +3.3% |
| 1Y | -19.1% | -8.2% | -10.9% | -18.2% |
| All | +23.9% | -28.0% | +51.9% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling