-48.7%
IGC vs VT
+217.6%
-266.4%
-98.5%
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% | +0.7% |
| 7D | +5.3% | -0.1% | +5.4% | +5.5% |
| 30D | -28.6% | -3.1% | -25.5% | -25.4% |
| 3M | -25.9% | -3.5% | -22.4% | -22.2% |
| 6M | -35.5% | +0.5% | -35.9% | -36.3% |
| YTD | -28.6% | +10.8% | -39.4% | -39.1% |
| 1Y | -47.4% | +11.9% | -59.3% | -55.8% |
| 3Y | -33.3% | +73.0% | -106.3% | -72.5% |
| 5Y | -85.5% | +58.6% | -144.1% | -93.0% |
| 10Y | -48.7% | +219.2% | -267.9% | -89.3% |
| All | -48.7% | +217.6% | -266.4% | -89.3% |
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