-99.6%
IGC vs VT
+363.9%
-463.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.6% | +3.7% |
| 7D | -16.7% | -0.3% | -16.4% | -16.3% |
| 30D | -28.6% | -1.4% | -27.1% | -27.5% |
| 3M | -20.0% | -1.4% | -18.6% | -18.9% |
| 6M | -37.5% | +5.5% | -43.0% | -40.7% |
| YTD | -28.6% | +12.8% | -41.4% | -36.5% |
| 1Y | -48.7% | +15.4% | -64.1% | -55.4% |
| 3Y | -35.5% | +76.9% | -112.4% | -63.4% |
| 5Y | -86.8% | +60.4% | -147.2% | -91.6% |
| 10Y | -48.7% | +232.8% | -281.5% | -81.6% |
| All | -99.6% | +363.9% | -463.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling