-4.6%
IP vs VO
+14.1%
-18.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -0.3% | +3.1% | -3.4% | -5.2% |
| 30D | +7.9% | +2.2% | +5.7% | +4.0% |
| 3M | -15.3% | -2.5% | -12.8% | -11.4% |
| 6M | +10.5% | +7.0% | +3.6% | -0.7% |
| YTD | -9.4% | +14.0% | -23.4% | -27.3% |
| 1Y | -4.6% | +15.6% | -20.3% | -25.9% |
| All | -4.6% | +14.1% | -18.7% | -25.9% |
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 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