+23.7%
IP vs VEU
+144.2%
-120.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.4% |
| 7D | 0.0% | +0.5% | -0.5% | -0.5% |
| 30D | +9.4% | -2.3% | +11.7% | +11.9% |
| 3M | -14.1% | -4.4% | -9.7% | -10.0% |
| 6M | +9.2% | -2.2% | +11.3% | +11.6% |
| YTD | -7.5% | +10.9% | -18.5% | -17.1% |
| 1Y | -2.8% | +13.4% | -16.2% | -14.7% |
| 3Y | +21.2% | +69.7% | -48.5% | -30.3% |
| 5Y | -11.5% | +50.0% | -61.4% | -42.4% |
| 10Y | +23.7% | +145.8% | -122.1% | -50.1% |
| All | +23.7% | +144.2% | -120.5% | -50.1% |
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