-99.6%
IGC vs VT
+345.0%
-444.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -0.9% | -1.2% |
| 7D | -5.0% | -4.2% | -0.8% | -1.0% |
| 30D | -32.1% | -5.8% | -26.3% | -28.1% |
| 3M | -24.0% | -5.2% | -18.8% | -19.9% |
| 6M | -40.6% | +0.1% | -40.8% | -40.8% |
| YTD | -32.1% | +8.2% | -40.4% | -37.3% |
| 1Y | -51.3% | +10.1% | -61.4% | -55.7% |
| 3Y | -38.7% | +69.7% | -108.4% | -63.8% |
| 5Y | -86.5% | +53.4% | -139.9% | -91.1% |
| 10Y | -51.3% | +219.2% | -270.5% | -81.9% |
| All | -99.6% | +345.0% | -444.6% | -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