+90.1%
IGE vs VT
+346.0%
-255.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | -0.1% |
| 7D | -7.5% | -2.3% | -5.2% | -5.3% |
| 30D | -1.7% | -5.0% | +3.2% | +3.6% |
| 3M | +2.7% | -4.9% | +7.5% | +7.9% |
| 6M | +1.7% | -1.5% | +3.2% | +2.4% |
| YTD | +24.3% | +8.5% | +15.8% | +11.8% |
| 1Y | +32.6% | +11.4% | +21.3% | +15.8% |
| 3Y | +63.0% | +70.1% | -7.1% | -11.9% |
| 5Y | +115.6% | +53.7% | +61.9% | +28.7% |
| 10Y | +152.9% | +220.0% | -67.1% | -33.1% |
| All | +90.1% | +346.0% | -255.9% | -68.7% |
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