+111.8%
VWO vs IP
+20.8%
+91.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | +2.0% | -0.3% | +2.3% | +2.0% |
| 30D | -4.3% | +7.9% | -12.2% | -6.3% |
| 3M | -6.4% | -15.3% | +8.9% | -2.6% |
| 6M | -5.6% | +10.5% | -16.2% | -9.3% |
| YTD | +5.2% | -9.4% | +14.6% | +5.6% |
| 1Y | +5.2% | -4.6% | +9.8% | +3.9% |
| 3Y | +55.5% | +21.2% | +34.3% | +35.5% |
| 5Y | +25.6% | -13.3% | +38.9% | +20.4% |
| All | +111.8% | +20.8% | +91.0% | +71.6% |
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