+18.7%
IFGL vs VT
+214.8%
-196.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +3.4% |
| 7D | +4.3% | -4.2% | +8.4% | +7.3% |
| 30D | +6.9% | -5.8% | +12.7% | +11.3% |
| 3M | -4.7% | -5.2% | +0.5% | -1.2% |
| 6M | -5.6% | +0.1% | -5.7% | -6.0% |
| YTD | -2.9% | +8.2% | -11.1% | -8.5% |
| 1Y | +0.1% | +10.1% | -10.0% | -6.8% |
| 3Y | +24.6% | +69.7% | -45.1% | -15.5% |
| 5Y | -13.1% | +53.4% | -66.5% | -37.2% |
| All | +18.7% | +214.8% | -196.1% | -51.3% |
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