-47.1%
IGC vs VT
+221.8%
-268.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.4% |
| 7D | -10.0% | +2.4% | -12.4% | -12.9% |
| 30D | -28.0% | -1.5% | -26.5% | -26.5% |
| 3M | -37.9% | -4.1% | -33.8% | -34.2% |
| 6M | -40.0% | +0.6% | -40.6% | -40.8% |
| YTD | -35.7% | +11.0% | -46.8% | -45.3% |
| 1Y | -50.0% | +13.3% | -63.3% | -58.7% |
| 3Y | -41.9% | +73.4% | -115.3% | -76.1% |
| 5Y | -87.8% | +57.4% | -145.3% | -94.0% |
| All | -47.1% | +221.8% | -268.8% | -86.4% |
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