+33,997.0%
VLO vs IP
+327.4%
+33,669.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.0% | +0.1% | -2.4% |
| 7D | -8.7% | -5.0% | -3.7% | -7.0% |
| 30D | -16.2% | +6.5% | -22.8% | -18.5% |
| 3M | +16.2% | -18.0% | +34.2% | +24.0% |
| 6M | +39.8% | +10.3% | +29.5% | +30.1% |
| YTD | +119.0% | -9.9% | +128.8% | +115.6% |
| 1Y | +110.8% | -1.1% | +111.9% | +99.4% |
| 3Y | +201.7% | +13.0% | +188.7% | +158.0% |
| 5Y | +426.2% | -12.3% | +438.5% | +390.8% |
| 10Y | +790.3% | +26.8% | +763.5% | +617.3% |
| All | +33,997.0% | +327.4% | +33,669.7% | +16,427.5% |
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