+66.0%
IGD vs VT
+53.2%
+12.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -0.5% |
| 7D | -3.0% | -4.2% | +1.2% | -0.4% |
| 30D | +2.1% | -5.8% | +7.9% | +5.9% |
| 3M | -3.0% | -5.2% | +2.3% | +0.2% |
| 6M | +7.3% | +0.1% | +7.2% | +6.9% |
| YTD | +16.3% | +8.2% | +8.0% | +10.1% |
| 1Y | +18.7% | +10.1% | +8.6% | +11.1% |
| 3Y | +71.1% | +69.7% | +1.4% | +20.0% |
| 5Y | +66.0% | +53.4% | +12.7% | +25.4% |
| All | +66.0% | +53.2% | +12.8% | +25.4% |
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