+118.2%
IP vs VO
+827.2%
-709.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.4% |
| 7D | -5.3% | -0.3% | -5.0% | -4.9% |
| 30D | -10.9% | -0.3% | -10.5% | -10.4% |
| 3M | +11.2% | +2.9% | +8.2% | +8.0% |
| 6M | -10.2% | +9.3% | -19.6% | -18.5% |
| YTD | -2.0% | +14.2% | -16.2% | -15.3% |
| 1Y | -19.1% | +15.3% | -34.3% | -30.6% |
| 3Y | +20.9% | +56.2% | -35.4% | -27.4% |
| 5Y | -17.8% | +42.4% | -60.3% | -46.4% |
| 10Y | +23.5% | +194.7% | -171.2% | -66.8% |
| All | +118.2% | +827.2% | -709.0% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling