+542.8%
VRT vs IP
-12.5%
+555.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.0% | -10.1% | -12.4% |
| 7D | -28.1% | -5.0% | -23.2% | -26.6% |
| 30D | -30.2% | +6.5% | -36.7% | -32.1% |
| 3M | -36.4% | -18.0% | -18.4% | -31.1% |
| 6M | -48.2% | +10.3% | -58.5% | -51.5% |
| YTD | +9.2% | -9.9% | +19.0% | +10.0% |
| 1Y | -7.2% | -1.1% | -6.2% | -11.3% |
| 3Y | +338.7% | +13.0% | +325.7% | +239.8% |
| 5Y | +542.8% | -12.3% | +555.1% | +578.5% |
| All | +542.8% | -12.5% | +555.3% | +578.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling