-86.9%
IPDN vs VT
+76.6%
-163.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +10.8% |
| 7D | -16.8% | -0.3% | -16.4% | -18.9% |
| 30D | -47.1% | -1.4% | -45.7% | -51.7% |
| 3M | +385.9% | -1.4% | +387.3% | +359.4% |
| 6M | +173.3% | +5.5% | +167.9% | +138.6% |
| YTD | +91.8% | +12.8% | +79.0% | +54.3% |
| 1Y | -24.9% | +15.4% | -40.3% | -41.3% |
| All | -86.9% | +76.6% | -163.5% | -93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling