+137.8%
IPAC price history and return analytics
+232.6%
-94.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.2% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | -2.9% | -1.4% | -1.5% | -1.7% |
| 3M | -1.1% | -1.4% | +0.3% | +0.2% |
| 6M | +6.3% | +5.5% | +0.8% | +1.6% |
| YTD | +15.5% | +12.8% | +2.7% | +4.4% |
| 1Y | +17.5% | +15.4% | +2.1% | +4.1% |
| 3Y | +63.7% | +76.9% | -13.2% | +1.0% |
| 5Y | +46.7% | +60.4% | -13.7% | -2.1% |
| 10Y | +130.5% | +232.8% | -102.3% | -20.3% |
| All | +137.8% | +232.6% | -94.9% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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