+451.0%
IIPR vs VT
+222.0%
+228.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +0.4% |
| 7D | +6.6% | -0.3% | +6.9% | +7.0% |
| 30D | +11.5% | -1.4% | +12.9% | +13.3% |
| 3M | -3.3% | -1.4% | -1.9% | -1.8% |
| 6M | +13.7% | +5.5% | +8.3% | +6.0% |
| YTD | +32.0% | +12.8% | +19.2% | +13.1% |
| 1Y | +30.6% | +15.4% | +15.2% | +8.6% |
| 3Y | -2.0% | +76.9% | -78.9% | -52.8% |
| 5Y | -66.1% | +60.4% | -126.5% | -81.1% |
| All | +451.0% | +222.0% | +228.9% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling