+104.3%
IPAY vs VT
+214.1%
-109.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +3.8% | -1.6% | +5.4% | +5.9% |
| 30D | +8.0% | -2.5% | +10.5% | +11.3% |
| 3M | -1.1% | -1.3% | +0.2% | +0.4% |
| 6M | +5.4% | +3.1% | +2.3% | +0.8% |
| YTD | -3.6% | +10.9% | -14.5% | -15.8% |
| 1Y | -6.0% | +12.1% | -18.1% | -18.9% |
| 3Y | +33.2% | +73.9% | -40.7% | -32.8% |
| 5Y | -21.3% | +58.0% | -79.3% | -54.4% |
| 10Y | +111.8% | +225.5% | -113.7% | -41.4% |
| All | +104.3% | +214.1% | -109.8% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling