-30.2%
IGC vs VT
+224.5%
-254.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.2% | +0.4% | -3.7% | -3.8% |
| 30D | +20.0% | +1.0% | +19.0% | +18.6% |
| 3M | +3.4% | +2.4% | +1.1% | -0.1% |
| 6M | +3.4% | +12.0% | -8.6% | -12.2% |
| YTD | +7.1% | +15.3% | -8.2% | -13.1% |
| 1Y | -31.8% | +22.6% | -54.4% | -49.4% |
| 3Y | -11.8% | +74.7% | -86.4% | -63.2% |
| 5Y | -81.5% | +66.1% | -147.6% | -91.5% |
| All | -30.2% | +224.5% | -254.7% | -83.2% |
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