-24.8%
IPGP vs VT
+222.7%
-247.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.9% |
| 7D | +14.2% | +2.9% | +11.3% | +9.9% |
| 30D | -6.6% | -2.5% | -4.1% | -2.5% |
| 3M | -18.8% | -3.3% | -15.5% | -14.2% |
| 6M | -30.9% | +1.5% | -32.5% | -30.7% |
| YTD | -1.0% | +11.4% | -12.4% | -12.3% |
| 1Y | -16.8% | +11.9% | -28.7% | -26.5% |
| 3Y | -22.0% | +73.9% | -95.8% | -60.1% |
| 5Y | -58.3% | +57.9% | -116.2% | -75.5% |
| All | -24.8% | +222.7% | -247.5% | -81.2% |
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