+55.7%
IP vs VTEB
+26.7%
+29.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.3% | -0.8% | -4.5% | -4.7% |
| 30D | -10.9% | -1.3% | -9.5% | -9.9% |
| 3M | +11.2% | -2.1% | +13.3% | +13.0% |
| 6M | -10.2% | -1.7% | -8.5% | -9.0% |
| YTD | -2.0% | -0.6% | -1.4% | -1.3% |
| 1Y | -19.1% | +3.1% | -22.2% | -20.3% |
| 3Y | +20.9% | +9.2% | +11.6% | +14.5% |
| 5Y | -17.8% | +2.2% | -20.0% | -19.2% |
| 10Y | +23.5% | +18.8% | +4.7% | +40.9% |
| All | +55.7% | +26.7% | +29.1% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling