-13.1%
IFGL vs VT
+53.2%
-66.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +3.3% |
| 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% | -6.1% |
| YTD | -2.9% | +8.2% | -11.1% | -8.6% |
| 1Y | +0.1% | +10.1% | -10.0% | -7.0% |
| 3Y | +24.6% | +69.7% | -45.1% | -16.7% |
| 5Y | -13.1% | +53.4% | -66.5% | -39.3% |
| All | -13.1% | +53.2% | -66.3% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling