+26.5%
IP vs VFC
-46.8%
+73.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -5.1% | +11.2% | -16.3% | -8.4% |
| 30D | +8.5% | +41.5% | -33.0% | -3.2% |
| 3M | -13.8% | +38.9% | -52.8% | -22.8% |
| 6M | +5.7% | +6.1% | -0.4% | +2.7% |
| YTD | -9.1% | +14.5% | -23.7% | -14.6% |
| 1Y | -0.8% | +46.0% | -46.8% | -13.9% |
| 3Y | +14.8% | +36.4% | -21.6% | -12.1% |
| 5Y | -11.5% | -67.5% | +56.0% | +24.2% |
| All | +26.5% | -46.8% | +73.3% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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