+134.5%
IP vs VIG
+623.5%
-489.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.6% |
| 3M | +11.2% | +2.8% | +8.4% | +7.6% |
| 6M | -10.2% | +8.2% | -18.4% | -18.9% |
| YTD | -2.0% | +11.0% | -13.0% | -14.4% |
| 1Y | -19.1% | +16.1% | -35.2% | -33.6% |
| 3Y | +20.9% | +56.2% | -35.3% | -34.6% |
| 5Y | -17.8% | +63.0% | -80.8% | -58.8% |
| 10Y | +23.5% | +241.4% | -217.9% | -79.5% |
| All | +134.5% | +623.5% | -489.0% | -87.5% |
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