+22.9%
IP vs VEU
+151.7%
-128.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.7% |
| 7D | -5.3% | +1.1% | -6.4% | -6.3% |
| 30D | -10.9% | +2.2% | -13.0% | -12.7% |
| 3M | +11.2% | +3.0% | +8.2% | +7.8% |
| 6M | -10.2% | +10.9% | -21.1% | -19.3% |
| YTD | -2.0% | +18.2% | -20.2% | -17.6% |
| 1Y | -19.1% | +28.3% | -47.4% | -37.4% |
| 3Y | +20.9% | +74.6% | -53.8% | -32.3% |
| 5Y | -17.8% | +56.4% | -74.2% | -48.6% |
| All | +22.9% | +151.7% | -128.8% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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