+102.9%
IGE vs VT
+374.2%
-271.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | +1.1% | +0.4% | +0.7% | +0.6% |
| 30D | +10.4% | +1.0% | +9.4% | +9.2% |
| 3M | +7.4% | +2.4% | +5.0% | +4.2% |
| 6M | +7.7% | +12.0% | -4.3% | -6.0% |
| YTD | +32.7% | +15.3% | +17.3% | +12.1% |
| 1Y | +41.6% | +22.6% | +19.0% | +11.6% |
| 3Y | +66.7% | +74.7% | -8.0% | -12.2% |
| 5Y | +161.8% | +66.1% | +95.7% | +44.0% |
| 10Y | +162.5% | +225.0% | -62.5% | -31.3% |
| All | +102.9% | +374.2% | -271.3% | -68.6% |
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