-90.9%
IPSC price history and return analytics
+74.9%
-165.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.2% |
| 7D | +2.0% | +1.0% | +1.0% | +0.5% |
| 30D | +3.5% | -0.2% | +3.7% | +3.9% |
| 3M | -2.4% | +4.5% | -6.9% | -8.7% |
| 6M | -19.1% | +14.1% | -33.2% | -33.2% |
| YTD | +108.0% | +14.8% | +93.3% | +71.2% |
| 1Y | +305.9% | +21.2% | +284.7% | +211.8% |
| 3Y | -11.9% | +76.6% | -88.5% | -56.8% |
| 5Y | -91.2% | +66.6% | -157.8% | -95.2% |
| All | -90.9% | +74.9% | -165.9% | -95.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling