+282.7%
IGA vs VT
+346.0%
-63.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -0.4% | -2.3% | +1.9% | +1.3% |
| 30D | +3.1% | -5.0% | +8.1% | +7.1% |
| 3M | -0.2% | -4.9% | +4.6% | +3.5% |
| 6M | +8.1% | -1.5% | +9.6% | +8.9% |
| YTD | +11.2% | +8.5% | +2.7% | +3.7% |
| 1Y | +15.0% | +11.4% | +3.7% | +5.1% |
| 3Y | +67.3% | +70.1% | -2.7% | +9.1% |
| 5Y | +62.9% | +53.7% | +9.2% | +13.8% |
| 10Y | +164.1% | +220.0% | -55.9% | +2.0% |
| All | +282.7% | +346.0% | -63.3% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling