+0.7%
IBGA vs VT
+40.1%
-39.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +0.2% | -2.3% | +2.5% | +0.4% |
| 30D | +5.3% | -5.0% | +10.3% | +5.8% |
| 3M | -0.4% | -4.9% | +4.5% | +0.1% |
| 6M | -2.9% | -1.5% | -1.3% | -2.7% |
| YTD | -2.6% | +8.5% | -11.1% | -3.1% |
| 1Y | -3.7% | +11.4% | -15.1% | -4.3% |
| All | +0.7% | +40.1% | -39.3% | -1.7% |
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 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