-95.0%
IPWR vs VT
+228.2%
-323.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.8% | -6.1% |
| 7D | -22.3% | -0.3% | -22.0% | -21.9% |
| 30D | -40.0% | -1.4% | -38.6% | -38.7% |
| 3M | -42.1% | -1.4% | -40.7% | -40.5% |
| 6M | -45.8% | +5.5% | -51.2% | -47.6% |
| YTD | -23.3% | +12.8% | -36.1% | -30.5% |
| 1Y | -51.2% | +15.4% | -66.6% | -56.6% |
| 3Y | -71.5% | +76.9% | -148.3% | -83.5% |
| 5Y | -84.5% | +60.4% | -144.9% | -90.0% |
| All | -95.0% | +228.2% | -323.2% | -97.2% |
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