-3.8%
IG vs VT
+53.4%
-57.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +0.7% | -2.3% | +3.0% | +1.1% |
| 30D | +2.1% | -5.0% | +7.1% | +3.0% |
| 3M | -1.2% | -4.9% | +3.7% | -0.3% |
| 6M | -2.0% | -1.5% | -0.5% | -1.8% |
| YTD | -1.5% | +8.5% | -9.9% | -3.1% |
| 1Y | -0.9% | +11.4% | -12.3% | -3.0% |
| 3Y | +17.6% | +70.1% | -52.5% | +5.6% |
| All | -3.8% | +53.4% | -57.2% | -14.7% |
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