+21.2%
IP vs VTEB
+18.8%
+2.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +0.1% | -0.2% | +0.3% | +0.3% |
| 30D | -11.2% | -1.6% | -9.6% | -10.0% |
| 3M | +12.3% | -2.0% | +14.3% | +14.3% |
| 6M | -5.2% | -1.7% | -3.6% | -3.8% |
| YTD | -4.0% | -0.6% | -3.4% | -3.2% |
| 1Y | -19.2% | +1.8% | -21.0% | -19.9% |
| 3Y | +20.3% | +9.6% | +10.7% | +12.8% |
| 5Y | -17.5% | +2.1% | -19.5% | -18.8% |
| 10Y | +21.2% | +18.9% | +2.2% | +39.3% |
| All | +21.2% | +18.8% | +2.4% | +39.3% |
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