+91.2%
VTR vs IP
-17.2%
+108.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.3% |
| 7D | -1.7% | -5.3% | +3.6% | -0.9% |
| 30D | -2.4% | -10.9% | +8.4% | -0.8% |
| 3M | +14.8% | +11.2% | +3.6% | +12.1% |
| 6M | +5.3% | -10.2% | +15.6% | +6.4% |
| YTD | +18.1% | -2.0% | +20.1% | +17.0% |
| 1Y | +36.7% | -19.1% | +55.8% | +40.3% |
| 3Y | +130.1% | +20.9% | +109.2% | +96.1% |
| All | +91.2% | -17.2% | +108.4% | +75.6% |
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