+30.0%
IGEB vs VT
+184.8%
-154.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -0.3% | +0.4% | -0.8% | -0.4% |
| 30D | -0.7% | +1.0% | -1.7% | -0.8% |
| 3M | -1.1% | +2.4% | -3.5% | -1.4% |
| 6M | -1.5% | +12.0% | -13.5% | -3.0% |
| YTD | -0.5% | +15.3% | -15.8% | -2.3% |
| 1Y | +1.1% | +22.6% | -21.5% | -1.5% |
| 3Y | +17.9% | +74.7% | -56.8% | +9.8% |
| 5Y | +2.4% | +66.1% | -63.8% | -4.8% |
| All | +30.0% | +184.8% | -154.8% | +14.6% |
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