+122.1%
IP vs VEU
+168.5%
-46.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.6% |
| 7D | -5.1% | -1.6% | -3.4% | -3.4% |
| 30D | +8.5% | -4.3% | +12.9% | +13.6% |
| 3M | -13.8% | -5.8% | -8.0% | -8.2% |
| 6M | +5.7% | -4.4% | +10.1% | +10.7% |
| YTD | -9.1% | +8.7% | -17.8% | -17.0% |
| 1Y | -0.8% | +12.6% | -13.5% | -12.8% |
| 3Y | +14.8% | +65.2% | -50.4% | -33.1% |
| 5Y | -11.5% | +45.5% | -57.1% | -41.7% |
| 10Y | +27.9% | +142.7% | -114.8% | -50.8% |
| All | +122.1% | +168.5% | -46.4% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling