+146.9%
IGD vs VT
+223.7%
-76.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | -0.3% |
| 7D | +1.7% | +0.4% | +1.4% | +1.4% |
| 30D | +2.2% | -2.6% | +4.8% | +4.1% |
| 3M | -0.1% | -3.2% | +3.1% | +2.2% |
| 6M | +11.1% | +0.9% | +10.2% | +9.9% |
| YTD | +21.4% | +11.3% | +10.1% | +11.6% |
| 1Y | +25.2% | +14.0% | +11.2% | +13.0% |
| 3Y | +83.1% | +75.8% | +7.3% | +18.1% |
| 5Y | +73.4% | +57.8% | +15.5% | +20.8% |
| 10Y | +146.9% | +219.8% | -72.9% | -7.9% |
| All | +146.9% | +223.7% | -76.8% | -7.9% |
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 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