-2.8%
IP vs VEU
+13.9%
-16.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.5% |
| 7D | 0.0% | +0.5% | -0.5% | -0.4% |
| 30D | +9.4% | -2.3% | +11.7% | +11.8% |
| 3M | -14.1% | -4.4% | -9.7% | -10.2% |
| 6M | +9.2% | -2.2% | +11.3% | +11.0% |
| YTD | -7.5% | +10.9% | -18.5% | -20.7% |
| 1Y | -2.8% | +13.4% | -16.2% | -19.6% |
| All | -2.8% | +13.9% | -16.7% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling