+188.7%
IGD vs VT
+345.0%
-156.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | +0.3% |
| 7D | -3.0% | -4.2% | +1.2% | +0.4% |
| 30D | +2.1% | -5.8% | +7.9% | +7.1% |
| 3M | -3.0% | -5.2% | +2.3% | +1.2% |
| 6M | +7.3% | +0.1% | +7.2% | +6.7% |
| YTD | +16.3% | +8.2% | +8.0% | +8.2% |
| 1Y | +18.7% | +10.1% | +8.6% | +8.9% |
| 3Y | +71.1% | +69.7% | +1.4% | +8.5% |
| 5Y | +66.0% | +53.4% | +12.7% | +13.1% |
| 10Y | +142.1% | +219.2% | -77.1% | -14.0% |
| All | +188.7% | +345.0% | -156.3% | -26.9% |
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