-92.8%
IPSC price history and return analytics
+69.2%
-162.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.7% |
| 7D | -1.8% | +2.4% | -4.1% | -4.9% |
| 30D | +19.6% | -1.5% | +21.1% | +23.5% |
| 3M | -14.5% | -4.1% | -10.4% | -8.2% |
| 6M | -27.6% | +0.6% | -28.2% | -27.8% |
| YTD | +65.8% | +11.0% | +54.8% | +44.3% |
| 1Y | +254.8% | +13.3% | +241.5% | +200.7% |
| 3Y | +28.9% | +73.4% | -44.5% | -34.5% |
| 5Y | -92.1% | +57.4% | -149.5% | -95.3% |
| All | -92.8% | +69.2% | -162.0% | -96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling