+210.8%
IDGT vs VT
+221.4%
-10.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.0% |
| 7D | +2.0% | +1.0% | +1.0% | +0.9% |
| 30D | -0.4% | -0.2% | -0.1% | -0.1% |
| 3M | -7.6% | +4.5% | -12.2% | -11.9% |
| 6M | +21.5% | +14.1% | +7.4% | +5.6% |
| YTD | +36.4% | +14.8% | +21.7% | +17.7% |
| 1Y | +39.1% | +21.2% | +18.0% | +13.3% |
| 3Y | +83.2% | +76.6% | +6.6% | -0.6% |
| 5Y | +68.0% | +66.6% | +1.4% | -2.4% |
| 10Y | +210.8% | +222.3% | -11.4% | -7.7% |
| All | +210.8% | +221.4% | -10.6% | -7.7% |
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