+19.9%
IG vs VT
+146.6%
-126.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.8% |
| 7D | -1.3% | +2.9% | -4.2% | -1.7% |
| 30D | +0.5% | -2.5% | +3.1% | +0.9% |
| 3M | -1.6% | -3.3% | +1.7% | -1.2% |
| 6M | -2.0% | +1.5% | -3.6% | -2.3% |
| YTD | -2.0% | +11.4% | -13.3% | -3.6% |
| 1Y | -1.5% | +11.9% | -13.4% | -3.2% |
| 3Y | +16.3% | +73.9% | -57.6% | +7.1% |
| 5Y | -3.4% | +57.9% | -61.3% | -10.6% |
| All | +19.9% | +146.6% | -126.7% | +4.1% |
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