+13.8%
IP vs VIG
+63.1%
-49.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.6% | +0.5% |
| 7D | -5.0% | -2.0% | -3.0% | -2.5% |
| 30D | +6.5% | +2.7% | +3.8% | +2.9% |
| 3M | -18.0% | +0.3% | -18.4% | -18.3% |
| 6M | +10.3% | +7.6% | +2.7% | +1.3% |
| YTD | -9.9% | +12.5% | -22.4% | -21.3% |
| 1Y | -1.1% | +14.8% | -15.8% | -15.4% |
| All | +13.8% | +63.1% | -49.3% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling