-5.5%
IP vs VIG
+17.7%
-23.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -2.9% |
| 7D | -2.8% | -0.3% | -2.4% | -2.1% |
| 30D | +9.2% | +4.9% | +4.3% | -1.4% |
| 3M | -16.1% | +2.9% | -19.1% | -21.0% |
| 6M | +9.6% | +11.2% | -1.7% | -11.0% |
| YTD | -8.8% | +16.0% | -24.8% | -31.3% |
| 1Y | -5.5% | +17.0% | -22.5% | -30.4% |
| All | -5.5% | +17.7% | -23.3% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling