+101.8%
VWO vs IP
+31.6%
+70.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +1.6% |
| 7D | +1.6% | -3.0% | +4.7% | +2.4% |
| 30D | -5.3% | +10.6% | -15.9% | -7.8% |
| 3M | -6.2% | -13.6% | +7.4% | -2.9% |
| 6M | -6.2% | +10.4% | -16.6% | -9.8% |
| YTD | +5.6% | -6.5% | +12.1% | +5.2% |
| 1Y | +6.2% | -2.1% | +8.3% | +4.2% |
| 3Y | +57.5% | +22.0% | +35.5% | +37.4% |
| 5Y | +28.0% | -9.7% | +37.7% | +21.4% |
| 10Y | +101.8% | +26.8% | +75.0% | +65.1% |
| All | +101.8% | +31.6% | +70.1% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling