+15.9%
IP vs VIG
+262.6%
-246.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.9% | +3.1% | -4.0% | -4.5% |
| 30D | +6.7% | +5.0% | +1.7% | +0.6% |
| 3M | -16.6% | +2.7% | -19.2% | -19.0% |
| 6M | +6.0% | +11.0% | -5.0% | -5.8% |
| YTD | -10.7% | +16.0% | -26.6% | -24.3% |
| 1Y | -6.7% | +16.3% | -22.9% | -21.1% |
| 3Y | +17.1% | +66.8% | -49.7% | -35.0% |
| 5Y | -14.6% | +64.8% | -79.3% | -52.1% |
| All | +15.9% | +262.6% | -246.7% | -75.0% |
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