+23.9%
IP vs VIG
+56.4%
-32.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.8% |
| 7D | -5.3% | -0.4% | -4.8% | -4.7% |
| 30D | -10.9% | -1.0% | -9.9% | -9.7% |
| 3M | +11.2% | +2.8% | +8.4% | +7.9% |
| 6M | -10.2% | +8.2% | -18.4% | -18.0% |
| YTD | -2.0% | +11.0% | -13.0% | -12.9% |
| 1Y | -19.1% | +16.1% | -35.2% | -31.4% |
| All | +23.9% | +56.4% | -32.5% | -21.2% |
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 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