+111.0%
VWO vs IP
+20.7%
+90.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +1.3% | -11.2% | +12.5% | +4.3% |
| 3M | +5.1% | +12.3% | -7.2% | +1.0% |
| 6M | +12.5% | -5.2% | +17.8% | +12.5% |
| YTD | +14.0% | -4.0% | +18.0% | +13.0% |
| 1Y | +19.7% | -19.2% | +38.9% | +23.9% |
| 3Y | +66.8% | +20.3% | +46.4% | +46.6% |
| 5Y | +36.2% | -17.5% | +53.7% | +33.6% |
| 10Y | +111.0% | +21.2% | +89.9% | +71.2% |
| All | +111.0% | +20.7% | +90.3% | +71.2% |
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