+120.6%
VLO vs IP
+2.3%
+118.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.3% | -5.5% |
| 7D | -6.0% | +3.4% | -9.3% | -5.5% |
| 30D | -12.9% | +11.2% | -24.1% | -11.4% |
| 3M | +18.3% | -14.8% | +33.1% | +16.5% |
| 6M | +46.4% | +17.3% | +29.2% | +49.9% |
| YTD | +127.7% | -6.2% | +133.9% | +135.8% |
| 1Y | +120.6% | +2.3% | +118.3% | +123.5% |
| All | +120.6% | +2.3% | +118.3% | +123.5% |
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