-15.1%
IP vs VSXY
+37.4%
-52.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.8% |
| 7D | -5.3% | -14.0% | +8.7% | -3.2% |
| 30D | -10.9% | -15.9% | +5.1% | -8.7% |
| 3M | +11.2% | +3.4% | +7.8% | +10.0% |
| 6M | -10.2% | +25.9% | -36.1% | -15.7% |
| YTD | -2.0% | +39.5% | -41.5% | -9.8% |
| 1Y | -19.1% | +194.4% | -213.4% | -35.1% |
| 3Y | +20.9% | +281.4% | -260.6% | -13.3% |
| 5Y | -17.8% | +12.8% | -30.6% | -31.8% |
| All | -15.1% | +37.4% | -52.4% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling