+114.9%
IP vs VNQ
+402.3%
-287.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | 0.0% | +2.2% | -2.2% | -1.5% |
| 30D | +9.4% | +7.1% | +2.3% | +4.2% |
| 3M | -14.1% | +0.8% | -14.9% | -14.5% |
| 6M | +9.2% | +2.2% | +6.9% | +7.7% |
| YTD | -7.5% | +12.8% | -20.4% | -14.8% |
| 1Y | -2.8% | +11.7% | -14.5% | -9.7% |
| 3Y | +21.2% | +44.5% | -23.2% | -6.7% |
| 5Y | -11.5% | +7.6% | -19.1% | -17.1% |
| 10Y | +23.7% | +85.2% | -61.5% | -21.9% |
| All | +114.9% | +402.3% | -287.4% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling