+94.4%
VTR vs IP
-13.0%
+107.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +1.4% | -2.8% | +4.1% | +1.8% |
| 30D | +8.2% | +9.2% | -1.0% | +6.7% |
| 3M | +4.6% | -16.1% | +20.7% | +7.3% |
| 6M | +4.3% | +9.6% | -5.2% | +1.8% |
| YTD | +19.0% | -8.8% | +27.8% | +19.1% |
| 1Y | +21.6% | -5.5% | +27.1% | +20.7% |
| 3Y | +132.2% | +19.6% | +112.6% | +93.3% |
| 5Y | +94.4% | -13.5% | +107.9% | +85.7% |
| All | +94.4% | -13.0% | +107.4% | +85.7% |
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 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