-100.0%
IPDN vs VT
+300.9%
-400.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | -27.6% | -1.8% | -25.8% | -26.8% |
| 30D | -34.0% | -0.7% | -33.3% | -33.8% |
| 3M | -55.4% | +3.0% | -58.3% | -56.4% |
| 6M | -60.1% | +7.4% | -67.5% | -62.2% |
| YTD | -64.3% | +10.4% | -74.7% | -66.8% |
| 1Y | -84.5% | +21.2% | -105.7% | -86.5% |
| 3Y | -98.7% | +65.4% | -164.2% | -99.1% |
| 5Y | -98.6% | +66.1% | -164.7% | -99.0% |
| 10Y | -99.5% | +219.6% | -319.1% | -99.8% |
| All | -100.0% | +300.9% | -400.8% | -100.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling