-99.8%
IPDN vs VT
+302.9%
-402.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -14.6% | -1.6% | -13.0% | -14.9% |
| 30D | -50.9% | -2.5% | -48.4% | -51.2% |
| 3M | +401.6% | -1.3% | +402.9% | +392.7% |
| 6M | +160.1% | +3.1% | +157.0% | +146.7% |
| YTD | +84.8% | +10.9% | +73.9% | +66.7% |
| 1Y | -29.1% | +12.1% | -41.1% | -36.5% |
| 3Y | -86.5% | +73.9% | -160.4% | -90.8% |
| 5Y | -92.3% | +58.0% | -150.3% | -94.5% |
| 10Y | -98.4% | +225.5% | -323.8% | -99.3% |
| All | -99.8% | +302.9% | -402.7% | -99.9% |
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