+319.9%
IP vs VMC
+3,538.2%
-3,218.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -2.0% |
| 7D | -5.0% | +1.9% | -6.8% | -5.8% |
| 30D | +6.5% | +14.7% | -8.2% | -0.1% |
| 3M | -18.0% | -0.3% | -17.8% | -17.9% |
| 6M | +10.3% | -1.7% | +12.0% | +11.5% |
| YTD | -9.9% | +0.7% | -10.6% | -10.3% |
| 1Y | -1.1% | +0.9% | -1.9% | -1.6% |
| 3Y | +13.0% | +40.5% | -27.5% | -5.5% |
| 5Y | -12.3% | +51.5% | -63.8% | -30.6% |
| 10Y | +26.8% | +166.5% | -139.7% | -28.4% |
| All | +319.9% | +3,538.2% | -3,218.3% | -12.7% |
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