-100.0%
IPW vs VT
+79.7%
-179.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.7% |
| 7D | -4.1% | +0.4% | -4.5% | -4.5% |
| 30D | -43.1% | +1.0% | -44.0% | -43.6% |
| 3M | -93.6% | +2.4% | -96.0% | -93.7% |
| 6M | -98.7% | +12.0% | -110.7% | -98.9% |
| YTD | -99.7% | +15.3% | -115.0% | -99.7% |
| 1Y | -99.8% | +22.6% | -122.4% | -99.9% |
| 3Y | -99.9% | +74.7% | -174.5% | -99.9% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| All | -100.0% | +79.7% | -179.7% | -100.0% |
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