-35.4%
IPGP vs VT
+214.8%
-250.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -4.1% | -7.5% | -5.7% |
| 7D | -18.1% | -4.2% | -13.9% | -12.7% |
| 30D | -25.9% | -5.8% | -20.1% | -18.9% |
| 3M | -32.4% | -5.2% | -27.1% | -26.6% |
| 6M | -31.7% | +0.1% | -31.8% | -30.0% |
| YTD | -13.4% | +8.2% | -21.6% | -20.2% |
| 1Y | -30.3% | +10.1% | -40.4% | -37.1% |
| 3Y | -32.5% | +69.7% | -102.2% | -64.3% |
| 5Y | -63.8% | +53.4% | -117.2% | -77.9% |
| All | -35.4% | +214.8% | -250.2% | -83.2% |
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