+23.9%
IP vs VEU
+75.1%
-51.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.7% |
| 7D | -5.3% | +1.1% | -6.4% | -6.2% |
| 30D | -10.9% | +2.2% | -13.0% | -12.5% |
| 3M | +11.2% | +3.0% | +8.2% | +8.2% |
| 6M | -10.2% | +10.9% | -21.1% | -18.1% |
| YTD | -2.0% | +18.2% | -20.2% | -15.5% |
| 1Y | -19.1% | +28.3% | -47.4% | -34.9% |
| All | +23.9% | +75.1% | -51.2% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling