-19.1%
IP vs VO
+15.8%
-34.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.5% |
| 7D | -5.3% | -0.3% | -5.0% | -4.8% |
| 30D | -10.9% | -0.3% | -10.5% | -10.3% |
| 3M | +11.2% | +2.9% | +8.2% | +6.0% |
| 6M | -10.2% | +9.3% | -19.6% | -21.9% |
| YTD | -2.0% | +14.2% | -16.2% | -20.4% |
| 1Y | -19.1% | +15.3% | -34.3% | -35.5% |
| All | -19.1% | +15.8% | -34.9% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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