+743.6%
VLO vs IP
+31.6%
+712.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | +0.1% | +1.7% |
| 7D | -6.5% | -3.0% | -3.4% | -5.3% |
| 30D | -17.8% | +10.6% | -28.4% | -21.6% |
| 3M | +19.6% | -13.6% | +33.2% | +26.2% |
| 6M | +49.3% | +10.4% | +38.9% | +37.0% |
| YTD | +122.4% | -6.5% | +128.9% | +114.5% |
| 1Y | +107.4% | -2.1% | +109.6% | +94.5% |
| 3Y | +223.1% | +22.0% | +201.1% | +139.9% |
| 5Y | +432.2% | -9.7% | +441.9% | +366.6% |
| 10Y | +743.6% | +26.8% | +716.8% | +380.4% |
| All | +743.6% | +31.6% | +712.0% | +380.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling