+35,889.1%
VLO vs IP
+364.8%
+35,524.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.8% |
| 7D | +5.2% | -5.3% | +10.5% | +7.3% |
| 30D | +22.6% | -10.9% | +33.5% | +27.7% |
| 3M | +43.8% | +11.2% | +32.6% | +35.4% |
| 6M | +65.7% | -10.2% | +76.0% | +65.8% |
| YTD | +131.1% | -2.0% | +133.1% | +122.1% |
| 1Y | +143.6% | -19.1% | +162.7% | +150.4% |
| 3Y | +201.4% | +20.9% | +180.5% | +153.0% |
| 5Y | +568.9% | -17.8% | +586.7% | +546.8% |
| 10Y | +891.8% | +23.5% | +868.3% | +711.1% |
| All | +35,889.1% | +364.8% | +35,524.3% | +16,924.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling