+2,723.0%
VRT vs IP
+9.5%
+2,713.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +3.5% |
| 7D | +9.1% | -5.3% | +14.4% | +11.3% |
| 30D | +0.9% | -10.9% | +11.8% | +5.2% |
| 3M | -13.4% | +11.2% | -24.5% | -18.0% |
| 6M | +11.7% | -10.2% | +21.9% | +13.9% |
| YTD | +73.2% | -2.0% | +75.2% | +69.3% |
| 1Y | +123.4% | -19.1% | +142.5% | +134.6% |
| 3Y | +606.2% | +20.9% | +585.3% | +501.3% |
| 5Y | +899.9% | -17.8% | +917.7% | +894.4% |
| All | +2,723.0% | +9.5% | +2,713.5% | +2,069.2% |
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