+437.9%
IIPR vs VT
+216.6%
+221.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.9% | -1.6% | +5.5% | +5.9% |
| 30D | +8.9% | -2.5% | +11.4% | +12.0% |
| 3M | -2.7% | -1.3% | -1.4% | -1.4% |
| 6M | +7.8% | +3.1% | +4.7% | +3.2% |
| YTD | +28.9% | +10.9% | +17.9% | +12.6% |
| 1Y | +28.2% | +12.1% | +16.2% | +10.5% |
| 3Y | -4.3% | +73.9% | -78.2% | -53.0% |
| 5Y | -65.9% | +58.0% | -123.9% | -80.7% |
| All | +437.9% | +216.6% | +221.3% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling