+21.2%
IP vs VIG
+67.2%
-46.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -0.3% | +3.5% | -3.8% | -4.7% |
| 30D | +7.9% | +4.9% | +3.0% | +1.3% |
| 3M | -15.3% | +2.5% | -17.8% | -18.0% |
| 6M | +10.5% | +11.0% | -0.5% | -2.7% |
| YTD | -9.4% | +16.0% | -25.4% | -24.1% |
| 1Y | -4.6% | +17.5% | -22.2% | -21.2% |
| 3Y | +21.2% | +67.0% | -45.8% | -30.2% |
| All | +21.2% | +67.2% | -46.0% | -30.2% |
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