+21.2%
IP vs VNQ
+57.8%
-36.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | +0.1% | -0.4% | +0.5% | +0.4% |
| 30D | -11.2% | -2.5% | -8.7% | -9.5% |
| 3M | +12.3% | +1.4% | +10.9% | +11.3% |
| 6M | -5.2% | +4.6% | -9.8% | -8.2% |
| YTD | -4.0% | +10.5% | -14.5% | -10.7% |
| 1Y | -19.2% | +8.4% | -27.6% | -23.7% |
| 3Y | +20.3% | +32.4% | -12.1% | -3.5% |
| 5Y | -17.5% | +5.5% | -22.9% | -22.0% |
| 10Y | +21.2% | +59.1% | -37.9% | -18.9% |
| All | +21.2% | +57.8% | -36.7% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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