+359.2%
VT vs IP
+216.7%
+142.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.2% | +1.5% |
| 7D | -1.6% | +5.2% | -6.8% | -3.4% |
| 30D | -2.5% | +9.9% | -12.3% | -5.8% |
| 3M | -1.3% | -14.3% | +13.0% | +3.5% |
| 6M | +3.1% | +13.5% | -10.4% | -3.0% |
| YTD | +10.9% | -7.6% | +18.5% | +10.5% |
| 1Y | +12.1% | -0.2% | +12.3% | +8.3% |
| 3Y | +73.9% | +15.9% | +58.0% | +51.0% |
| 5Y | +58.0% | -11.9% | +69.9% | +49.6% |
| 10Y | +225.5% | +31.2% | +194.2% | +148.1% |
| All | +359.2% | +216.7% | +142.6% | +151.7% |
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