-100.0%
IPW vs VOO
+93.1%
-193.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.4% |
| 7D | -22.0% | -2.7% | -19.3% | -19.7% |
| 30D | -88.9% | -5.4% | -83.6% | -88.2% |
| 3M | -96.6% | -4.1% | -92.5% | -96.4% |
| 6M | -99.8% | +0.7% | -100.6% | -99.8% |
| YTD | -100.0% | +8.7% | -108.7% | -100.0% |
| 1Y | -100.0% | +11.0% | -110.9% | -100.0% |
| 3Y | -100.0% | +75.5% | -175.4% | -100.0% |
| 5Y | -100.0% | +68.4% | -168.4% | -100.0% |
| All | -100.0% | +93.1% | -193.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling