-0.8%
IP vs VMC
+0.2%
-1.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.5% |
| 7D | -5.1% | +0.5% | -5.6% | -5.5% |
| 30D | +8.5% | +15.8% | -7.3% | -2.4% |
| 3M | -13.8% | +0.6% | -14.4% | -14.5% |
| 6M | +5.7% | -4.0% | +9.8% | +7.3% |
| YTD | -9.1% | -0.3% | -8.8% | -14.7% |
| 1Y | -0.8% | -0.5% | -0.3% | -6.8% |
| All | -0.8% | +0.2% | -1.0% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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