-19.0%
IP vs VSXY
+106.4%
-125.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +2.1% |
| 7D | -3.0% | +15.2% | -18.2% | -5.2% |
| 30D | +10.6% | +37.0% | -26.4% | +5.2% |
| 3M | -13.6% | +15.2% | -28.8% | -15.9% |
| 6M | +10.4% | +136.3% | -125.9% | -6.1% |
| YTD | -6.5% | +109.6% | -116.1% | -19.5% |
| 1Y | -2.1% | +223.7% | -225.8% | -22.2% |
| 3Y | +22.0% | +516.3% | -494.3% | -18.6% |
| 5Y | -9.7% | +125.1% | -134.9% | -31.1% |
| All | -19.0% | +106.4% | -125.4% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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