+23.7%
IP vs VTEB
+22.3%
+1.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | 0.0% | +0.7% | -0.7% | -0.6% |
| 30D | +9.4% | +4.0% | +5.3% | +5.7% |
| 3M | -14.1% | -0.5% | -13.5% | -13.7% |
| 6M | +9.2% | -0.6% | +9.8% | +9.9% |
| YTD | -7.5% | +0.4% | -8.0% | -7.6% |
| 1Y | -2.8% | +0.8% | -3.6% | -3.1% |
| 3Y | +21.2% | +11.5% | +9.8% | +12.0% |
| 5Y | -11.5% | +3.4% | -14.9% | -13.9% |
| 10Y | +23.7% | +23.5% | +0.2% | +48.6% |
| All | +23.7% | +22.3% | +1.4% | +48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling