-22.6%
IP vs VSXY
+90.2%
-112.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | -1.3% |
| 7D | -0.9% | -1.6% | +0.7% | -0.6% |
| 30D | +6.7% | +17.8% | -11.1% | +3.9% |
| 3M | -16.6% | +12.5% | -29.0% | -18.5% |
| 6M | +6.0% | +124.7% | -118.7% | -9.2% |
| YTD | -10.7% | +93.2% | -103.8% | -22.1% |
| 1Y | -6.7% | +195.6% | -202.3% | -24.7% |
| 3Y | +17.1% | +434.6% | -417.5% | -20.0% |
| 5Y | -14.6% | +103.3% | -117.9% | -33.9% |
| All | -22.6% | +90.2% | -112.8% | -41.2% |
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