-90.8%
IPSC price history and return analytics
+75.8%
-166.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +4.2% | +0.4% | +3.8% | +3.5% |
| 30D | +7.7% | +1.0% | +6.7% | +6.2% |
| 3M | -4.1% | +2.4% | -6.5% | -7.5% |
| 6M | -13.2% | +12.0% | -25.2% | -26.4% |
| YTD | +112.1% | +15.3% | +96.7% | +73.2% |
| 1Y | +340.5% | +22.6% | +317.9% | +232.8% |
| 3Y | -14.6% | +74.7% | -89.2% | -57.7% |
| 5Y | -92.2% | +66.1% | -158.4% | -95.8% |
| All | -90.8% | +75.8% | -166.6% | -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 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