+143.6%
VLO vs IP
-18.9%
+162.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | +0.2% |
| 7D | +5.2% | -5.3% | +10.5% | +4.7% |
| 30D | +22.6% | -10.9% | +33.5% | +21.4% |
| 3M | +43.8% | +11.2% | +32.6% | +45.2% |
| 6M | +65.7% | -10.2% | +76.0% | +74.2% |
| YTD | +131.1% | -2.0% | +133.1% | +139.0% |
| 1Y | +143.6% | -19.1% | +162.7% | +156.1% |
| All | +143.6% | -18.9% | +162.5% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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