+883.9%
VLO vs IP
+23.2%
+860.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -1.0% |
| 7D | +5.2% | -5.3% | +10.5% | +7.6% |
| 30D | +22.6% | -10.9% | +33.5% | +28.6% |
| 3M | +43.8% | +11.2% | +32.6% | +33.5% |
| 6M | +65.7% | -10.2% | +76.0% | +66.8% |
| YTD | +131.1% | -2.0% | +133.1% | +120.1% |
| 1Y | +143.6% | -19.1% | +162.7% | +154.1% |
| 3Y | +201.4% | +20.9% | +180.5% | +128.9% |
| 5Y | +568.9% | -17.8% | +586.7% | +539.2% |
| All | +883.9% | +23.2% | +860.7% | +534.9% |
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