+11.1%
IFGL vs VT
+224.5%
-213.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.4% | +0.4% | -0.8% | -0.7% |
| 30D | -2.9% | +1.0% | -3.8% | -3.5% |
| 3M | +0.9% | +2.4% | -1.5% | -0.9% |
| 6M | -6.8% | +12.0% | -18.8% | -14.1% |
| YTD | -1.0% | +15.3% | -16.4% | -10.7% |
| 1Y | +2.6% | +22.6% | -20.0% | -11.4% |
| 3Y | +25.0% | +74.7% | -49.6% | -16.7% |
| 5Y | -13.2% | +66.1% | -79.3% | -40.5% |
| All | +11.1% | +224.5% | -213.4% | -53.4% |
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 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