-12.4%
IP vs VEU
+45.1%
-57.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.7% |
| 7D | -5.1% | -1.6% | -3.4% | -3.7% |
| 30D | +8.5% | -4.3% | +12.9% | +12.8% |
| 3M | -13.8% | -5.8% | -8.0% | -9.1% |
| 6M | +5.7% | -4.4% | +10.1% | +9.9% |
| YTD | -9.1% | +8.7% | -17.8% | -15.4% |
| 1Y | -0.8% | +12.6% | -13.5% | -10.5% |
| 3Y | +14.8% | +65.2% | -50.4% | -24.8% |
| All | -12.4% | +45.1% | -57.5% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling