+26.8%
IP vs VIG
+267.0%
-240.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | 0.0% |
| 7D | -3.0% | +0.4% | -3.4% | -3.5% |
| 30D | +10.6% | +4.3% | +6.3% | +5.3% |
| 3M | -13.6% | +2.0% | -15.6% | -15.5% |
| 6M | +10.4% | +10.2% | +0.2% | -1.0% |
| YTD | -6.5% | +14.8% | -21.3% | -19.8% |
| 1Y | -2.1% | +17.5% | -19.6% | -18.2% |
| 3Y | +22.0% | +67.4% | -45.4% | -32.6% |
| 5Y | -9.7% | +63.4% | -73.1% | -48.8% |
| 10Y | +26.8% | +259.9% | -233.1% | -72.6% |
| All | +26.8% | +267.0% | -240.2% | -72.6% |
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