-99.8%
IPST vs VT
+36.2%
-136.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.7% | -11.1% | -11.5% |
| 7D | -10.5% | -0.3% | -10.2% | -10.3% |
| 30D | -26.4% | -1.4% | -25.0% | -25.0% |
| 3M | +7.9% | -1.4% | +9.3% | +8.0% |
| 6M | -65.5% | +5.5% | -71.0% | -69.9% |
| YTD | -92.6% | +12.8% | -105.4% | -94.2% |
| 1Y | -98.8% | +15.4% | -114.3% | -99.1% |
| All | -99.8% | +36.2% | -136.0% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling