+20.0%
IP vs VLTO
+27.2%
-7.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.8% |
| 7D | -5.3% | -2.3% | -3.0% | -4.4% |
| 30D | -10.9% | -0.9% | -10.0% | -10.6% |
| 3M | +11.2% | +13.8% | -2.7% | +5.9% |
| 6M | -10.2% | +2.0% | -12.2% | -11.1% |
| YTD | -2.0% | -3.2% | +1.2% | -1.4% |
| 1Y | -19.1% | -9.2% | -9.9% | -16.6% |
| All | +20.0% | +27.2% | -7.2% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling