+306.7%
IPGP vs VT
+374.2%
-67.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.9% | +0.4% | +1.5% | +1.4% |
| 30D | -15.0% | +1.0% | -16.0% | -15.8% |
| 3M | -36.3% | +2.4% | -38.7% | -37.1% |
| 6M | -39.7% | +12.0% | -51.7% | -45.9% |
| YTD | +8.9% | +15.3% | -6.4% | -5.6% |
| 1Y | -5.3% | +22.6% | -27.9% | -22.9% |
| 3Y | -27.9% | +74.7% | -102.5% | -58.9% |
| 5Y | -55.2% | +66.1% | -121.4% | -72.6% |
| 10Y | -10.3% | +225.0% | -235.3% | -71.3% |
| All | +306.7% | +374.2% | -67.5% | -12.8% |
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