+23.7%
IP vs VMC
+136.9%
-113.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | 0.0% | +1.1% | -1.1% | -0.5% |
| 30D | +9.4% | +17.7% | -8.3% | +1.5% |
| 3M | -14.1% | +1.1% | -15.1% | -14.5% |
| 6M | +9.2% | +1.8% | +7.3% | +8.5% |
| YTD | -7.5% | +1.5% | -9.0% | -8.4% |
| 1Y | -2.8% | -1.1% | -1.7% | -2.6% |
| 3Y | +21.2% | +38.8% | -17.5% | +2.7% |
| 5Y | -11.5% | +49.6% | -61.0% | -29.1% |
| 10Y | +23.7% | +130.6% | -106.9% | -21.3% |
| All | +23.7% | +136.9% | -113.2% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling