-12.3%
IP vs VT
+53.2%
-65.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -0.1% |
| 7D | -5.0% | -4.2% | -0.8% | -1.1% |
| 30D | +6.5% | -5.8% | +12.3% | +12.6% |
| 3M | -18.0% | -5.2% | -12.8% | -13.7% |
| 6M | +10.3% | +0.1% | +10.2% | +10.5% |
| YTD | -9.9% | +8.2% | -18.1% | -16.0% |
| 1Y | -1.1% | +10.1% | -11.2% | -9.2% |
| 3Y | +13.0% | +69.7% | -56.7% | -28.9% |
| 5Y | -12.3% | +53.4% | -65.6% | -44.3% |
| All | -12.3% | +53.2% | -65.5% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling