-86.2%
IGC vs VT
+53.4%
-139.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.0% | +5.1% |
| 7D | +5.3% | -2.3% | +7.6% | +7.5% |
| 30D | -28.6% | -5.0% | -23.6% | -25.3% |
| 3M | -20.0% | -4.9% | -15.1% | -16.3% |
| 6M | -37.5% | -1.5% | -36.0% | -36.7% |
| YTD | -28.6% | +8.5% | -37.1% | -33.6% |
| 1Y | -48.7% | +11.4% | -60.1% | -53.4% |
| 3Y | -33.3% | +70.1% | -103.4% | -60.7% |
| All | -86.2% | +53.4% | -139.6% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling