+10.3%
IP vs VIG
+8.1%
+2.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.6% | +3.7% |
| 7D | -5.0% | -2.0% | -3.0% | -1.1% |
| 30D | +6.5% | +2.7% | +3.8% | -2.9% |
| 3M | -18.0% | +0.3% | -18.4% | -19.5% |
| 6M | +10.3% | +7.6% | +2.7% | -13.3% |
| All | +10.3% | +8.1% | +2.2% | -13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling