+51.8%
IPX vs VT
+69.4%
-17.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.1% | -2.4% | +1.2% |
| 7D | -16.5% | -4.2% | -12.4% | -9.2% |
| 30D | -16.4% | -5.8% | -10.6% | -5.6% |
| 3M | -40.2% | -5.2% | -34.9% | -32.6% |
| 6M | -58.0% | +0.1% | -58.1% | -55.8% |
| YTD | -60.7% | +8.2% | -68.9% | -62.3% |
| 1Y | -62.5% | +10.1% | -72.6% | -64.6% |
| All | +51.8% | +69.4% | -17.6% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling