+158.3%
VEA vs IP
+97.3%
+60.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | +1.8% | -0.9% | +2.7% | +2.1% |
| 30D | -0.9% | +6.7% | -7.6% | -3.3% |
| 3M | -5.0% | -16.6% | +11.5% | +0.6% |
| 6M | 0.0% | +6.0% | -6.0% | -3.5% |
| YTD | +12.2% | -10.7% | +22.9% | +13.3% |
| 1Y | +14.7% | -6.7% | +21.4% | +13.9% |
| 3Y | +73.2% | +17.1% | +56.1% | +49.9% |
| 5Y | +53.7% | -14.6% | +68.2% | +47.1% |
| 10Y | +159.3% | +19.9% | +139.4% | +103.4% |
| All | +158.3% | +97.3% | +60.9% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling