-12.3%
IP vs VO
+33.1%
-45.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.5% | -0.6% |
| 7D | -5.0% | -3.3% | -1.6% | -1.8% |
| 30D | +6.5% | -1.8% | +8.4% | +8.5% |
| 3M | -18.0% | -3.4% | -14.7% | -15.2% |
| 6M | +10.3% | +3.0% | +7.3% | +8.1% |
| YTD | -9.9% | +10.7% | -20.6% | -17.2% |
| 1Y | -1.1% | +11.8% | -12.9% | -9.7% |
| 3Y | +13.0% | +60.4% | -47.4% | -23.1% |
| 5Y | -12.3% | +33.6% | -45.9% | -36.1% |
| All | -12.3% | +33.1% | -45.4% | -36.1% |
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