+1,216.5%
VUG vs IP
+112.5%
+1,104.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.1% |
| 7D | -3.0% | +3.4% | -6.4% | -4.1% |
| 30D | -6.4% | +11.2% | -17.7% | -9.7% |
| 3M | -3.2% | -14.8% | +11.6% | +1.2% |
| 6M | +3.1% | +17.3% | -14.2% | -3.5% |
| YTD | +6.3% | -6.2% | +12.5% | +5.2% |
| 1Y | +5.2% | +2.3% | +2.8% | +1.0% |
| 3Y | +87.4% | +17.7% | +69.7% | +64.5% |
| 5Y | +65.5% | -8.4% | +73.9% | +56.3% |
| 10Y | +422.7% | +32.1% | +390.6% | +311.2% |
| All | +1,216.5% | +112.5% | +1,104.0% | +709.4% |
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