+1,250.4%
VUG vs IP
+122.0%
+1,128.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.2% |
| 7D | -0.1% | -5.3% | +5.2% | +1.6% |
| 30D | -0.3% | -10.9% | +10.5% | +3.1% |
| 3M | -0.7% | +11.2% | -11.9% | -5.0% |
| 6M | +14.6% | -10.2% | +24.9% | +16.3% |
| YTD | +9.0% | -2.0% | +11.0% | +6.9% |
| 1Y | +14.9% | -19.1% | +34.0% | +18.9% |
| 3Y | +86.0% | +20.9% | +65.2% | +62.5% |
| 5Y | +76.7% | -17.8% | +94.5% | +73.4% |
| 10Y | +411.3% | +23.5% | +387.8% | +312.7% |
| All | +1,250.4% | +122.0% | +1,128.5% | +722.0% |
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 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