+111.5%
IPX vs VT
+98.8%
+12.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | +2.7% | -1.6% | +4.3% | +5.8% |
| 30D | -12.3% | -2.5% | -9.8% | -7.9% |
| 3M | -31.0% | -1.3% | -29.7% | -28.2% |
| 6M | -55.5% | +3.1% | -58.6% | -55.7% |
| YTD | -58.9% | +10.9% | -69.8% | -62.0% |
| 1Y | -64.3% | +12.1% | -76.3% | -67.3% |
| 3Y | +64.0% | +73.9% | -9.9% | -10.1% |
| All | +111.5% | +98.8% | +12.7% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling