-93.6%
IPSC vs VT
+53.2%
-146.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.1% | -5.5% | -3.6% |
| 7D | +3.4% | -4.2% | +7.6% | +10.6% |
| 30D | +14.4% | -5.8% | +20.2% | +25.6% |
| 3M | -23.0% | -5.2% | -17.7% | -16.1% |
| 6M | -34.1% | +0.1% | -34.2% | -34.0% |
| YTD | +51.8% | +8.2% | +43.5% | +37.0% |
| 1Y | +169.6% | +10.1% | +159.5% | +139.3% |
| 3Y | -14.2% | +69.7% | -83.9% | -54.4% |
| 5Y | -93.6% | +53.4% | -146.9% | -96.3% |
| All | -93.6% | +53.2% | -146.8% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling