-100.0%
IPW vs VOO
+100.6%
-200.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.7% |
| 7D | -1.1% | +0.5% | -1.6% | -1.7% |
| 30D | -51.8% | -0.9% | -50.8% | -51.2% |
| 3M | -94.0% | +3.9% | -97.9% | -94.2% |
| 6M | -98.8% | +14.5% | -113.3% | -99.0% |
| YTD | -99.7% | +13.0% | -112.6% | -99.7% |
| 1Y | -99.8% | +19.4% | -119.3% | -99.9% |
| 3Y | -99.9% | +78.9% | -178.8% | -99.9% |
| 5Y | -100.0% | +82.3% | -182.3% | -100.0% |
| All | -100.0% | +100.6% | -200.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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