+44.3%
IPAC vs VT
+57.9%
-13.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | -2.0% | -1.6% | -0.4% | -0.6% |
| 30D | -4.1% | -2.5% | -1.6% | -1.9% |
| 3M | -1.0% | -1.3% | +0.3% | +0.2% |
| 6M | +4.0% | +3.1% | +0.9% | +1.3% |
| YTD | +13.6% | +10.9% | +2.7% | +4.0% |
| 1Y | +14.5% | +12.1% | +2.4% | +3.9% |
| 3Y | +61.0% | +73.9% | -12.9% | +1.4% |
| All | +44.3% | +57.9% | -13.6% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling