+18.5%
IP vs VLTO
+69.4%
-50.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +3.4% | +13.8% | -10.4% | -2.2% |
| 30D | +11.2% | +21.2% | -9.9% | +2.4% |
| 3M | -14.8% | +21.5% | -36.3% | -21.6% |
| 6M | +17.3% | +33.0% | -15.7% | +3.7% |
| YTD | -6.2% | +17.8% | -24.0% | -13.1% |
| 1Y | +2.3% | +18.1% | -15.8% | -5.4% |
| All | +18.5% | +69.4% | -50.9% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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