+14.8%
IP vs VSXY
+450.7%
-435.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -5.1% | +11.8% | -16.9% | -6.6% |
| 30D | +8.5% | +25.9% | -17.4% | +4.8% |
| 3M | -13.8% | +15.5% | -29.4% | -16.1% |
| 6M | +5.7% | +109.7% | -104.0% | -7.6% |
| YTD | -9.1% | +99.5% | -108.6% | -20.5% |
| 1Y | -0.8% | +197.5% | -198.3% | -19.5% |
| 3Y | +14.8% | +453.3% | -438.5% | -24.2% |
| All | +14.8% | +450.7% | -435.9% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling