-16.1%
IP vs VO
+42.6%
-58.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.6% |
| 6M | -10.2% | +9.3% | -19.6% | -16.9% |
| YTD | -2.0% | +14.2% | -16.2% | -12.6% |
| 1Y | -19.1% | +15.3% | -34.3% | -28.2% |
| 3Y | +20.9% | +56.2% | -35.4% | -16.4% |
| All | -16.1% | +42.6% | -58.7% | -41.3% |
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