+114.2%
IPAY vs VT
+228.2%
-114.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +0.6% |
| 7D | +6.6% | -0.3% | +6.9% | +7.0% |
| 30D | +8.3% | -1.4% | +9.8% | +10.2% |
| 3M | -0.2% | -1.4% | +1.2% | +1.5% |
| 6M | +7.9% | +5.5% | +2.4% | +0.1% |
| YTD | -0.9% | +12.8% | -13.7% | -15.7% |
| 1Y | -2.4% | +15.4% | -17.8% | -19.4% |
| 3Y | +36.9% | +76.9% | -39.9% | -34.4% |
| 5Y | -19.1% | +60.4% | -79.5% | -55.2% |
| All | +114.2% | +228.2% | -114.0% | -46.6% |
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