+619.5%
VRT vs IP
+21.5%
+598.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +3.8% |
| 7D | +9.1% | -5.3% | +14.4% | +10.5% |
| 30D | +0.9% | -10.9% | +11.8% | +3.5% |
| 3M | -13.4% | +11.2% | -24.5% | -16.4% |
| 6M | +11.7% | -10.2% | +21.9% | +13.8% |
| YTD | +73.2% | -2.0% | +75.2% | +72.0% |
| 1Y | +123.4% | -19.1% | +142.5% | +133.9% |
| All | +619.5% | +21.5% | +598.0% | +637.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling