-100.0%
IPW vs VOO
+78.5%
-178.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.4% |
| 7D | -10.1% | +2.6% | -12.7% | -13.1% |
| 30D | -74.4% | -2.0% | -72.4% | -73.5% |
| 3M | -97.0% | -2.8% | -94.2% | -96.8% |
| 6M | -99.8% | +2.2% | -102.0% | -99.8% |
| YTD | -100.0% | +11.5% | -111.5% | -100.0% |
| 1Y | -100.0% | +13.5% | -113.5% | -100.0% |
| 3Y | -100.0% | +78.1% | -178.1% | -100.0% |
| All | -100.0% | +78.5% | -178.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling