+423.5%
IPAR vs VT
+214.8%
+208.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -4.1% | +13.6% | +13.9% |
| 7D | +17.1% | -4.2% | +21.3% | +22.0% |
| 30D | +19.9% | -5.8% | +25.7% | +27.1% |
| 3M | +10.4% | -5.2% | +15.7% | +16.2% |
| 6M | +49.8% | +0.1% | +49.6% | +47.4% |
| YTD | +63.3% | +8.2% | +55.1% | +46.6% |
| 1Y | +53.3% | +10.1% | +43.2% | +34.7% |
| 3Y | +13.0% | +69.7% | -56.7% | -39.8% |
| 5Y | +61.1% | +53.4% | +7.7% | -2.9% |
| All | +423.5% | +214.8% | +208.7% | +57.7% |
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