+23.1%
IFGL vs VT
+73.6%
-50.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | +0.8% | -1.6% | +2.4% | +1.9% |
| 30D | +3.3% | -2.5% | +5.8% | +5.0% |
| 3M | -7.2% | -1.3% | -5.9% | -6.5% |
| 6M | -8.9% | +3.1% | -12.0% | -11.0% |
| YTD | -5.9% | +10.9% | -16.8% | -12.4% |
| 1Y | -2.8% | +12.1% | -14.9% | -10.2% |
| All | +23.1% | +73.6% | -50.5% | -28.5% |
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