+22.9%
IP vs VIG
+241.0%
-218.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.7% |
| 7D | -5.3% | -0.4% | -4.8% | -4.8% |
| 30D | -10.9% | -1.0% | -9.9% | -9.8% |
| 3M | +11.2% | +2.8% | +8.4% | +8.1% |
| 6M | -10.2% | +8.2% | -18.4% | -17.7% |
| YTD | -2.0% | +11.0% | -13.0% | -12.6% |
| 1Y | -19.1% | +16.1% | -35.2% | -31.5% |
| 3Y | +20.9% | +56.2% | -35.3% | -27.5% |
| 5Y | -17.8% | +63.0% | -80.8% | -53.5% |
| All | +22.9% | +241.0% | -218.1% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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