+1,468.9%
VTR vs IP
+122.1%
+1,346.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +1.2% |
| 7D | +6.4% | -5.0% | +11.3% | +8.3% |
| 30D | +8.8% | +6.5% | +2.2% | +6.1% |
| 3M | -3.2% | -18.0% | +14.8% | +3.3% |
| 6M | +3.8% | +10.3% | -6.5% | -2.0% |
| YTD | +17.2% | -9.9% | +27.1% | +17.2% |
| 1Y | +21.7% | -1.1% | +22.7% | +17.0% |
| 3Y | +120.8% | +13.0% | +107.7% | +88.4% |
| 5Y | +94.6% | -12.3% | +106.9% | +80.9% |
| 10Y | +113.0% | +26.8% | +86.1% | +66.1% |
| All | +1,468.9% | +122.1% | +1,346.9% | +596.6% |
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 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