+316.4%
IPAR vs VT
+224.5%
+92.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -0.9% | +0.4% | -1.4% | -1.5% |
| 30D | -5.4% | +1.0% | -6.4% | -6.5% |
| 3M | +32.3% | +2.4% | +29.9% | +28.2% |
| 6M | +26.1% | +12.0% | +14.1% | +10.2% |
| YTD | +39.9% | +15.3% | +24.5% | +18.1% |
| 1Y | +5.4% | +22.6% | -17.1% | -17.3% |
| 3Y | -10.2% | +74.7% | -84.9% | -53.1% |
| 5Y | +76.3% | +66.1% | +10.2% | -2.0% |
| All | +316.4% | +224.5% | +92.0% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling