+287.1%
VWO vs IP
+112.1%
+175.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | -0.4% | -5.1% | +4.7% | +1.7% |
| 30D | -7.6% | +8.5% | -16.1% | -10.8% |
| 3M | -7.6% | -13.8% | +6.2% | -2.6% |
| 6M | -8.7% | +5.7% | -14.4% | -12.5% |
| YTD | +3.2% | -9.1% | +12.3% | +3.2% |
| 1Y | +3.6% | -0.8% | +4.4% | -0.4% |
| 3Y | +51.8% | +14.8% | +37.0% | +28.3% |
| 5Y | +26.0% | -11.5% | +37.6% | +16.3% |
| 10Y | +99.3% | +27.9% | +71.4% | +41.3% |
| All | +287.1% | +112.1% | +175.0% | +106.5% |
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