+28.9%
IGEB vs VT
+167.2%
-138.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.6% |
| 7D | +0.3% | -4.2% | +4.5% | +0.8% |
| 30D | +1.9% | -5.8% | +7.7% | +2.6% |
| 3M | -1.5% | -5.2% | +3.8% | -0.9% |
| 6M | -1.4% | +0.1% | -1.6% | -1.5% |
| YTD | -1.3% | +8.2% | -9.5% | -2.4% |
| 1Y | -0.4% | +10.1% | -10.5% | -1.6% |
| 3Y | +18.6% | +69.7% | -51.0% | +10.9% |
| 5Y | +1.3% | +53.4% | -52.1% | -5.0% |
| All | +28.9% | +167.2% | -138.3% | +14.5% |
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