+2.3%
IP vs VTEB
+0.4%
+2.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | -0.3% |
| 7D | +3.4% | +0.9% | +2.5% | -0.3% |
| 30D | +11.2% | +3.7% | +7.6% | -4.4% |
| 3M | -14.8% | -0.8% | -14.0% | -6.5% |
| 6M | +17.3% | -0.9% | +18.2% | +29.9% |
| YTD | -6.2% | -0.1% | -6.1% | +0.9% |
| 1Y | +2.3% | +0.2% | +2.1% | +8.7% |
| All | +2.3% | +0.4% | +2.0% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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