+126.8%
IGF vs VT
+223.7%
-96.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +0.1% |
| 7D | +1.1% | +0.4% | +0.7% | +0.7% |
| 30D | +6.0% | -2.6% | +8.6% | +8.1% |
| 3M | +0.9% | -3.2% | +4.1% | +3.3% |
| 6M | +0.7% | +0.9% | -0.2% | -0.5% |
| YTD | +10.0% | +11.3% | -1.3% | +0.1% |
| 1Y | +11.2% | +14.0% | -2.8% | -0.7% |
| 3Y | +70.0% | +75.8% | -5.9% | +4.2% |
| 5Y | +60.3% | +57.8% | +2.4% | +7.1% |
| 10Y | +126.8% | +219.8% | -93.0% | -23.0% |
| All | +126.8% | +223.7% | -96.9% | -23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling