+754.3%
VLO vs IP
+22.3%
+732.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.3% |
| 7D | -0.4% | -2.8% | +2.3% | +0.8% |
| 30D | -16.6% | +9.2% | -25.8% | -20.1% |
| 3M | +12.3% | -16.1% | +28.4% | +20.0% |
| 6M | +47.8% | +9.6% | +38.3% | +36.1% |
| YTD | +126.7% | -8.8% | +135.5% | +121.0% |
| 1Y | +105.4% | -5.5% | +110.9% | +95.7% |
| 3Y | +222.0% | +19.6% | +202.4% | +140.8% |
| 5Y | +449.8% | -13.5% | +463.3% | +393.4% |
| 10Y | +754.3% | +22.4% | +731.9% | +392.4% |
| All | +754.3% | +22.3% | +732.1% | +392.4% |
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