+64.6%
VTI vs IP
-13.5%
+78.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +2.5% | -0.3% | +2.8% | +2.6% |
| 30D | -1.5% | +7.9% | -9.5% | -3.4% |
| 3M | -3.2% | -15.3% | +12.1% | +0.3% |
| 6M | +2.3% | +10.5% | -8.2% | -1.2% |
| YTD | +11.6% | -9.4% | +21.0% | +12.0% |
| 1Y | +13.8% | -4.6% | +18.4% | +12.4% |
| 3Y | +77.4% | +21.2% | +56.2% | +52.9% |
| All | +64.6% | -13.5% | +78.1% | +61.0% |
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 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