+20.7%
VTR vs IP
-2.1%
+22.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.7% |
| 7D | +3.2% | -3.0% | +6.2% | +3.3% |
| 30D | +9.1% | +10.6% | -1.5% | +8.6% |
| 3M | -3.6% | -13.6% | +10.0% | -3.1% |
| 6M | +3.8% | +10.4% | -6.6% | +2.8% |
| YTD | +17.8% | -6.5% | +24.3% | +18.8% |
| All | +20.7% | -2.1% | +22.8% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling