-61.9%
IPST vs VT
+3.2%
-65.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | 0.0% | +14.8% | +14.9% |
| 7D | -0.8% | -1.6% | +0.8% | -3.4% |
| 30D | -17.2% | -2.5% | -14.7% | -21.6% |
| 3M | +12.3% | -1.3% | +13.6% | +3.3% |
| All | -61.9% | +3.2% | -65.1% | -59.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling