+905.2%
VRT vs IP
-17.2%
+922.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +3.5% |
| 7D | +9.1% | -5.3% | +14.4% | +11.5% |
| 30D | +0.9% | -10.9% | +11.8% | +5.5% |
| 3M | -13.4% | +11.2% | -24.5% | -18.6% |
| 6M | +11.7% | -10.2% | +21.9% | +14.6% |
| YTD | +73.2% | -2.0% | +75.2% | +69.0% |
| 1Y | +123.4% | -19.1% | +142.5% | +138.1% |
| 3Y | +606.2% | +20.9% | +585.3% | +447.7% |
| All | +905.2% | -17.2% | +922.4% | +856.6% |
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