+76.5%
VUG vs IP
-17.2%
+93.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.0% |
| 7D | -0.1% | -5.3% | +5.2% | +1.1% |
| 30D | -0.3% | -10.9% | +10.5% | +2.1% |
| 3M | -0.7% | +11.2% | -11.9% | -3.8% |
| 6M | +14.6% | -10.2% | +24.9% | +16.3% |
| YTD | +9.0% | -2.0% | +11.0% | +7.6% |
| 1Y | +14.9% | -19.1% | +34.0% | +18.8% |
| 3Y | +86.0% | +20.9% | +65.2% | +63.1% |
| All | +76.5% | -17.2% | +93.7% | +67.9% |
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