+22.9%
IP vs VFC
-67.5%
+90.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.4% |
| 7D | -5.3% | -1.6% | -3.7% | -4.7% |
| 30D | -10.9% | -11.6% | +0.8% | -7.2% |
| 3M | +11.2% | -18.1% | +29.3% | +18.1% |
| 6M | -10.2% | -27.4% | +17.1% | -1.5% |
| YTD | -2.0% | -24.8% | +22.8% | +5.9% |
| 1Y | -19.1% | -8.2% | -10.9% | -18.8% |
| 3Y | +20.9% | -29.1% | +50.0% | +14.8% |
| 5Y | -17.8% | -79.2% | +61.3% | +33.5% |
| All | +22.9% | -67.5% | +90.4% | +63.7% |
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