-92.7%
IPSC vs VT
+72.0%
-164.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.7% | +8.2% | +7.3% |
| 7D | +11.3% | -0.3% | +11.6% | +11.9% |
| 30D | +12.8% | -1.4% | +14.3% | +15.5% |
| 3M | -16.9% | -1.4% | -15.5% | -15.0% |
| 6M | -27.1% | +5.5% | -32.5% | -32.7% |
| YTD | +67.8% | +12.8% | +55.0% | +41.8% |
| 1Y | +191.4% | +15.4% | +176.0% | +140.1% |
| 3Y | -5.1% | +76.9% | -82.0% | -53.4% |
| 5Y | -92.9% | +60.4% | -153.3% | -96.0% |
| All | -92.7% | +72.0% | -164.7% | -96.2% |
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