+10.3%
IP vs VLTO
+54.1%
-43.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | -5.0% | +12.0% | -17.0% | -9.1% |
| 30D | +6.5% | +20.8% | -14.3% | -1.1% |
| 3M | -18.0% | +20.1% | -38.2% | -23.7% |
| 6M | +10.3% | +32.6% | -22.3% | -1.3% |
| YTD | -9.9% | +17.3% | -27.2% | -15.9% |
| 1Y | -1.1% | +17.3% | -18.4% | -7.7% |
| 3Y | +13.0% | +66.9% | -53.9% | 0.0% |
| All | +10.3% | +54.1% | -43.8% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling