+62.3%
IGBH vs VT
+223.7%
-161.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.4% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | -0.3% | -2.6% | +2.3% | +0.4% |
| 3M | +1.4% | -3.2% | +4.7% | +2.3% |
| 6M | +1.9% | +0.9% | +0.9% | +1.4% |
| YTD | +3.4% | +11.3% | -7.9% | +0.1% |
| 1Y | +5.5% | +14.0% | -8.5% | +1.4% |
| 3Y | +23.7% | +75.8% | -52.2% | +4.7% |
| 5Y | +29.4% | +57.8% | -28.4% | +12.4% |
| 10Y | +62.3% | +219.8% | -157.5% | +18.8% |
| All | +62.3% | +223.7% | -161.3% | +18.8% |
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