-53.8%
IPX vs VT
+23.4%
-77.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | -1.5% |
| 7D | -3.2% | +0.1% | -3.3% | -3.5% |
| 30D | -8.2% | +0.8% | -9.0% | -10.0% |
| 3M | -45.5% | +2.8% | -48.3% | -48.7% |
| 6M | -54.3% | +13.0% | -67.3% | -66.5% |
| YTD | -40.0% | +15.4% | -55.3% | -58.1% |
| All | -53.8% | +23.4% | -77.1% | -71.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling