+943.1%
VTI vs IP
+140.7%
+802.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | +0.3% |
| 7D | +3.4% | -0.9% | +4.2% | +3.7% |
| 30D | -2.3% | +6.7% | -9.0% | -4.7% |
| 3M | -2.2% | -16.6% | +14.4% | +3.7% |
| 6M | +3.3% | +6.0% | -2.7% | -0.6% |
| YTD | +12.1% | -10.7% | +22.8% | +12.8% |
| 1Y | +12.2% | -6.7% | +18.9% | +11.0% |
| 3Y | +78.0% | +17.1% | +60.9% | +54.0% |
| 5Y | +65.2% | -14.6% | +79.8% | +58.6% |
| 10Y | +292.2% | +19.9% | +272.3% | +212.0% |
| All | +943.1% | +140.7% | +802.4% | +429.1% |
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