+356.7%
IP vs VMC
+3,246.6%
-2,889.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.8% |
| 7D | -5.3% | -4.3% | -0.9% | -3.3% |
| 30D | -10.9% | -8.2% | -2.6% | -7.2% |
| 3M | +11.2% | -7.0% | +18.2% | +15.2% |
| 6M | -10.2% | -10.8% | +0.5% | -5.1% |
| YTD | -2.0% | -7.4% | +5.4% | +1.4% |
| 1Y | -19.1% | -9.5% | -9.6% | -15.5% |
| 3Y | +20.9% | +20.5% | +0.4% | +8.2% |
| 5Y | -17.8% | +51.6% | -69.4% | -35.2% |
| 10Y | +23.5% | +150.0% | -126.5% | -28.4% |
| All | +356.7% | +3,246.6% | -2,889.9% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling