-95.1%
IPI vs VT
+363.9%
-458.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | -0.7% |
| 7D | -1.0% | -0.3% | -0.7% | -0.7% |
| 30D | -6.3% | -1.4% | -4.9% | -4.5% |
| 3M | -7.9% | -1.4% | -6.5% | -6.4% |
| 6M | -20.5% | +5.5% | -26.0% | -27.2% |
| YTD | +12.8% | +12.8% | 0.0% | -7.5% |
| 1Y | +21.8% | +15.4% | +6.4% | -3.2% |
| 3Y | +49.0% | +76.9% | -27.9% | -35.6% |
| 5Y | -33.5% | +60.4% | -93.9% | -66.3% |
| 10Y | +181.8% | +232.8% | -51.0% | -41.3% |
| All | -95.1% | +363.9% | -458.9% | -99.3% |
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