+53.4%
VT vs IP
-12.5%
+65.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -3.2% |
| 7D | -4.2% | -5.0% | +0.8% | -3.1% |
| 30D | -5.8% | +6.5% | -12.3% | -7.2% |
| 3M | -5.2% | -18.0% | +12.8% | -1.3% |
| 6M | +0.1% | +10.3% | -10.2% | -3.1% |
| YTD | +8.2% | -9.9% | +18.1% | +8.8% |
| 1Y | +10.1% | -1.1% | +11.2% | +8.0% |
| 3Y | +69.7% | +13.0% | +56.7% | +51.6% |
| 5Y | +53.4% | -12.3% | +65.6% | +48.4% |
| All | +53.4% | -12.5% | +65.8% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling