+63.5%
IGBH vs VT
+221.4%
-158.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | +0.9% | -0.2% | +1.2% | +1.0% |
| 3M | +0.7% | +4.5% | -3.8% | -0.6% |
| 6M | +4.4% | +14.1% | -9.7% | +0.5% |
| YTD | +2.9% | +14.8% | -11.9% | -1.1% |
| 1Y | +6.2% | +21.2% | -15.0% | +0.5% |
| 3Y | +24.3% | +76.6% | -52.2% | +5.4% |
| 5Y | +30.3% | +66.6% | -36.3% | +11.7% |
| 10Y | +63.5% | +222.3% | -158.8% | +20.0% |
| All | +63.5% | +221.4% | -158.0% | +20.0% |
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