-16.1%
IP vs VNQ
+5.2%
-21.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.7% |
| 7D | -5.3% | -1.3% | -4.0% | -4.4% |
| 30D | -10.9% | -2.9% | -7.9% | -8.9% |
| 3M | +11.2% | +0.8% | +10.4% | +10.7% |
| 6M | -10.2% | +2.5% | -12.7% | -11.5% |
| YTD | -2.0% | +10.6% | -12.6% | -8.4% |
| 1Y | -19.1% | +9.1% | -28.2% | -23.5% |
| 3Y | +20.9% | +31.0% | -10.2% | +0.2% |
| All | -16.1% | +5.2% | -21.3% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling