+22.9%
IP vs VO
+194.3%
-171.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.4% |
| 7D | -5.3% | -0.3% | -5.0% | -5.0% |
| 30D | -10.9% | -0.3% | -10.5% | -10.5% |
| 3M | +11.2% | +2.9% | +8.2% | +8.4% |
| 6M | -10.2% | +9.3% | -19.6% | -17.5% |
| YTD | -2.0% | +14.2% | -16.2% | -13.7% |
| 1Y | -19.1% | +15.3% | -34.3% | -29.2% |
| 3Y | +20.9% | +56.2% | -35.4% | -22.0% |
| 5Y | -17.8% | +42.4% | -60.3% | -42.6% |
| All | +22.9% | +194.3% | -171.4% | -60.9% |
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