+246.1%
IP vs VT
+374.2%
-128.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.3% | +0.4% | -5.7% | -5.7% |
| 30D | -10.9% | +1.0% | -11.8% | -11.8% |
| 3M | +11.2% | +2.4% | +8.8% | +8.1% |
| 6M | -10.2% | +12.0% | -22.2% | -21.5% |
| YTD | -2.0% | +15.3% | -17.3% | -17.2% |
| 1Y | -19.1% | +22.6% | -41.7% | -36.5% |
| 3Y | +20.9% | +74.7% | -53.8% | -38.4% |
| 5Y | -17.8% | +66.1% | -84.0% | -56.3% |
| 10Y | +23.5% | +225.0% | -201.5% | -71.4% |
| All | +246.1% | +374.2% | -128.1% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling