+26.4%
IFGL vs VT
+76.6%
-50.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +0.9% | +1.5% |
| 7D | +4.2% | -0.3% | +4.5% | +4.4% |
| 30D | +6.5% | -1.4% | +7.9% | +7.5% |
| 3M | -5.5% | -1.4% | -4.1% | -4.7% |
| 6M | -5.2% | +5.5% | -10.7% | -8.8% |
| YTD | -3.4% | +12.8% | -16.2% | -11.1% |
| 1Y | -0.2% | +15.4% | -15.6% | -9.4% |
| All | +26.4% | +76.6% | -50.2% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling