+198.9%
IGD vs VT
+374.2%
-175.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.6% | +0.4% | -1.1% | -1.0% |
| 30D | +0.5% | +1.0% | -0.5% | -0.4% |
| 3M | +6.5% | +2.4% | +4.1% | +4.2% |
| 6M | +13.6% | +12.0% | +1.6% | +3.1% |
| YTD | +20.4% | +15.3% | +5.0% | +6.6% |
| 1Y | +20.6% | +22.6% | -2.0% | +1.4% |
| 3Y | +73.7% | +74.7% | -0.9% | +7.7% |
| 5Y | +68.6% | +66.1% | +2.5% | +7.7% |
| 10Y | +137.0% | +225.0% | -88.0% | -16.8% |
| All | +198.9% | +374.2% | -175.3% | -28.0% |
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