-14.2%
IPSC vs VT
+69.4%
-83.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.1% | -5.5% | -2.2% |
| 7D | +3.4% | -4.2% | +7.6% | +12.2% |
| 30D | +14.4% | -5.8% | +20.2% | +28.1% |
| 3M | -23.0% | -5.2% | -17.7% | -14.7% |
| 6M | -34.1% | +0.1% | -34.2% | -34.4% |
| YTD | +51.8% | +8.2% | +43.5% | +32.0% |
| 1Y | +169.6% | +10.1% | +159.5% | +129.4% |
| All | -14.2% | +69.4% | -83.6% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling