+23.6%
VRT vs IP
-5.8%
+29.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.1% | -3.9% |
| 7D | +10.5% | -0.3% | +10.8% | +10.6% |
| 30D | -9.3% | +7.9% | -17.2% | -10.4% |
| 3M | -29.6% | -15.3% | -14.3% | -28.0% |
| 6M | -45.4% | +10.5% | -55.9% | -46.6% |
| YTD | +24.8% | -9.4% | +34.2% | +30.8% |
| 1Y | +23.6% | -4.6% | +28.2% | +26.9% |
| All | +23.6% | -5.8% | +29.5% | +26.9% |
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 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