-26.9%
IPGP vs VT
+223.7%
-250.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.6% | +5.6% | +4.5% |
| 7D | -3.1% | +0.4% | -3.4% | -3.2% |
| 30D | -9.7% | -2.6% | -7.1% | -5.7% |
| 3M | -21.7% | -3.2% | -18.4% | -17.3% |
| 6M | -32.4% | +0.9% | -33.3% | -31.6% |
| YTD | -1.3% | +11.3% | -12.6% | -12.5% |
| 1Y | -19.6% | +14.0% | -33.6% | -30.9% |
| 3Y | -20.8% | +75.8% | -96.7% | -60.1% |
| 5Y | -58.1% | +57.8% | -115.9% | -75.4% |
| 10Y | -26.9% | +219.8% | -246.7% | -81.7% |
| All | -26.9% | +223.7% | -250.6% | -81.7% |
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