+1,144.5%
VUG vs IP
+104.1%
+1,040.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.0% | -1.5% | -4.2% |
| 7D | -7.1% | -5.0% | -2.2% | -5.7% |
| 30D | -12.1% | +6.5% | -18.6% | -14.0% |
| 3M | -8.1% | -18.0% | +9.9% | -2.7% |
| 6M | -3.2% | +10.3% | -13.5% | -7.7% |
| YTD | +0.5% | -9.9% | +10.4% | +0.8% |
| 1Y | -0.7% | -1.1% | +0.4% | -3.6% |
| 3Y | +77.1% | +13.0% | +64.1% | +57.5% |
| 5Y | +56.2% | -12.3% | +68.4% | +49.6% |
| 10Y | +394.1% | +26.8% | +367.2% | +293.8% |
| All | +1,144.5% | +104.1% | +1,040.4% | +675.1% |
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