+28.0%
IGEB vs VT
+173.9%
-145.9%
-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% | -0.1% | -0.1% |
| 7D | -0.5% | -1.6% | +1.1% | -0.3% |
| 30D | +1.5% | -2.5% | +3.9% | +1.8% |
| 3M | -1.7% | -1.3% | -0.4% | -1.6% |
| 6M | -2.2% | +3.1% | -5.3% | -2.6% |
| YTD | -2.0% | +10.9% | -13.0% | -3.4% |
| 1Y | -1.2% | +12.1% | -13.2% | -2.7% |
| 3Y | +17.8% | +73.9% | -56.1% | +9.8% |
| 5Y | +1.6% | +58.0% | -56.4% | -5.0% |
| All | +28.0% | +173.9% | -145.9% | +13.4% |
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