+115.6%
IP vs VIG
+633.1%
-517.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.6% | +0.7% |
| 7D | -5.0% | -2.0% | -3.0% | -2.3% |
| 30D | +6.5% | +2.7% | +3.8% | +2.7% |
| 3M | -18.0% | +0.3% | -18.4% | -18.3% |
| 6M | +10.3% | +7.6% | +2.7% | +0.4% |
| YTD | -9.9% | +12.5% | -22.4% | -22.7% |
| 1Y | -1.1% | +14.8% | -15.8% | -17.3% |
| 3Y | +13.0% | +63.2% | -50.2% | -42.4% |
| 5Y | -12.3% | +60.2% | -72.4% | -54.7% |
| 10Y | +26.8% | +262.8% | -236.0% | -80.7% |
| All | +115.6% | +633.1% | -517.5% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling