+22.4%
IP vs VMC
+129.3%
-106.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | -2.8% | -4.3% | +1.5% | -0.8% |
| 30D | +9.2% | +16.2% | -7.0% | +1.9% |
| 3M | -16.1% | -0.8% | -15.3% | -15.8% |
| 6M | +9.6% | +1.2% | +8.4% | +9.2% |
| YTD | -8.8% | +0.5% | -9.2% | -9.2% |
| 1Y | -5.5% | -2.9% | -2.6% | -4.5% |
| 3Y | +19.6% | +37.3% | -17.7% | +1.8% |
| 5Y | -13.5% | +48.8% | -62.2% | -30.5% |
| 10Y | +22.4% | +131.4% | -109.0% | -22.0% |
| All | +22.4% | +129.3% | -106.8% | -22.0% |
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