+17.6%
IP vs VO
+197.6%
-180.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -0.3% | +3.1% | -3.4% | -3.4% |
| 30D | +7.9% | +2.2% | +5.7% | +5.6% |
| 3M | -15.3% | -2.5% | -12.8% | -13.0% |
| 6M | +10.5% | +7.0% | +3.6% | +3.8% |
| YTD | -9.4% | +14.0% | -23.4% | -20.0% |
| 1Y | -4.6% | +15.6% | -20.3% | -16.9% |
| 3Y | +21.2% | +66.2% | -44.9% | -26.2% |
| 5Y | -13.3% | +36.6% | -49.9% | -36.5% |
| All | +17.6% | +197.6% | -180.0% | -62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling