-38.0%
VG vs IP
-33.5%
-4.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.2% | +2.1% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | +11.1% | -11.2% | +22.3% | +11.0% |
| 3M | +14.9% | +12.3% | +2.6% | +11.9% |
| 6M | +18.4% | -5.2% | +23.6% | +20.4% |
| YTD | +116.6% | -4.0% | +120.5% | +115.7% |
| 1Y | +9.4% | -19.2% | +28.6% | +17.9% |
| All | -38.0% | -33.5% | -4.5% | -29.1% |
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