-12.4%
IP vs VO
+32.6%
-45.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +1.0% |
| 7D | -5.1% | -2.6% | -2.5% | -2.7% |
| 30D | +8.5% | -0.9% | +9.5% | +9.6% |
| 3M | -13.8% | -3.0% | -10.8% | -11.2% |
| 6M | +5.7% | +2.2% | +3.5% | +4.3% |
| YTD | -9.1% | +10.6% | -19.7% | -16.4% |
| 1Y | -0.8% | +12.5% | -13.3% | -10.0% |
| 3Y | +14.8% | +61.4% | -46.6% | -22.3% |
| All | -12.4% | +32.6% | -45.0% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling