+150.9%
VEA vs IP
+26.3%
+124.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.7% |
| 7D | -2.2% | -5.1% | +2.8% | -0.8% |
| 30D | -3.4% | +8.5% | -11.9% | -5.7% |
| 3M | -5.6% | -13.8% | +8.2% | -1.9% |
| 6M | -3.4% | +5.7% | -9.2% | -6.1% |
| YTD | +9.7% | -9.1% | +18.8% | +10.3% |
| 1Y | +15.4% | -0.8% | +16.2% | +12.7% |
| 3Y | +68.5% | +14.8% | +53.7% | +48.8% |
| 5Y | +49.6% | -11.5% | +61.2% | +42.5% |
| All | +150.9% | +26.3% | +124.6% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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