+101.0%
VLO vs IP
-0.2%
+101.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.2% |
| 7D | -13.3% | -5.1% | -8.3% | -13.9% |
| 30D | -18.3% | +8.5% | -26.8% | -17.2% |
| 3M | +14.3% | -13.8% | +28.2% | +12.6% |
| 6M | +47.6% | +5.7% | +41.9% | +49.9% |
| YTD | +116.0% | -9.1% | +125.1% | +122.4% |
| 1Y | +101.0% | -0.8% | +101.8% | +102.2% |
| All | +101.0% | -0.2% | +101.2% | +102.2% |
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