-45.9%
IGC vs VT
+215.5%
-261.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.0% | +4.9% |
| 7D | +5.3% | -2.3% | +7.6% | +8.9% |
| 30D | -28.6% | -5.0% | -23.6% | -23.2% |
| 3M | -20.0% | -4.9% | -15.1% | -14.1% |
| 6M | -37.5% | -1.5% | -36.0% | -36.5% |
| YTD | -28.6% | +8.5% | -37.1% | -37.2% |
| 1Y | -48.7% | +11.4% | -60.1% | -56.6% |
| 3Y | -33.3% | +70.1% | -103.4% | -71.9% |
| 5Y | -85.8% | +53.7% | -139.5% | -92.8% |
| All | -45.9% | +215.5% | -261.5% | -87.5% |
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