+254.8%
IPKW vs VT
+249.1%
+5.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +1.4% |
| 7D | +2.6% | -0.3% | +2.9% | +2.9% |
| 30D | +3.7% | -1.4% | +5.1% | +5.0% |
| 3M | +0.8% | -1.4% | +2.2% | +2.0% |
| 6M | +7.4% | +5.5% | +1.9% | +2.1% |
| YTD | +12.9% | +12.8% | +0.1% | +1.2% |
| 1Y | +21.8% | +15.4% | +6.4% | +6.9% |
| 3Y | +96.8% | +76.9% | +20.0% | +17.4% |
| 5Y | +74.1% | +60.4% | +13.7% | +13.0% |
| 10Y | +212.4% | +232.8% | -20.4% | +5.3% |
| All | +254.8% | +249.1% | +5.7% | +14.5% |
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