-12.4%
IP vs VNQ
+5.4%
-17.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.2% |
| 7D | -5.1% | +1.9% | -7.0% | -6.4% |
| 30D | +8.5% | +7.9% | +0.6% | +2.5% |
| 3M | -13.8% | -1.5% | -12.3% | -12.8% |
| 6M | +5.7% | +0.3% | +5.4% | +5.7% |
| YTD | -9.1% | +11.3% | -20.4% | -15.4% |
| 1Y | -0.8% | +11.8% | -12.6% | -7.9% |
| 3Y | +14.8% | +40.8% | -26.0% | -9.3% |
| All | -12.4% | +5.4% | -17.7% | -19.2% |
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