+35,366.8%
VLO vs IP
+345.0%
+35,021.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.3% | -6.3% |
| 7D | -6.0% | +3.4% | -9.3% | -7.3% |
| 30D | -12.9% | +11.2% | -24.1% | -16.7% |
| 3M | +18.3% | -14.8% | +33.1% | +24.5% |
| 6M | +46.4% | +17.3% | +29.2% | +33.1% |
| YTD | +127.7% | -6.2% | +133.9% | +120.8% |
| 1Y | +120.6% | +2.3% | +118.3% | +106.0% |
| 3Y | +213.8% | +17.7% | +196.1% | +164.2% |
| 5Y | +458.6% | -8.4% | +467.0% | +412.5% |
| 10Y | +826.1% | +32.1% | +794.0% | +634.6% |
| All | +35,366.8% | +345.0% | +35,021.8% | +16,826.9% |
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 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