-4.5%
IP vs VSXY
+202.6%
-207.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -5.1% | +11.8% | -16.9% | -6.2% |
| 30D | +8.5% | +25.9% | -17.4% | +5.9% |
| 3M | -13.8% | +15.5% | -29.4% | -15.5% |
| 6M | +5.7% | +109.7% | -104.0% | -4.4% |
| YTD | -9.1% | +99.5% | -108.6% | -17.0% |
| All | -4.5% | +202.6% | -207.0% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling