+61.1%
IPAR vs VT
+53.2%
+7.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -4.1% | +13.6% | +13.2% |
| 7D | +17.1% | -4.2% | +21.3% | +21.3% |
| 30D | +19.9% | -5.8% | +25.7% | +26.1% |
| 3M | +10.4% | -5.2% | +15.7% | +15.4% |
| 6M | +49.8% | +0.1% | +49.6% | +47.6% |
| YTD | +63.3% | +8.2% | +55.1% | +48.2% |
| 1Y | +53.3% | +10.1% | +43.2% | +36.4% |
| 3Y | +13.0% | +69.7% | -56.7% | -36.4% |
| 5Y | +61.1% | +53.4% | +7.7% | +4.8% |
| All | +61.1% | +53.2% | +7.9% | +4.8% |
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