+120.8%
IGF vs VT
+214.8%
-94.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.8% | +2.0% |
| 7D | -0.2% | -4.2% | +4.0% | +3.1% |
| 30D | +4.1% | -5.8% | +9.9% | +8.9% |
| 3M | -0.9% | -5.2% | +4.4% | +3.2% |
| 6M | -2.3% | +0.1% | -2.5% | -3.0% |
| YTD | +8.2% | +8.2% | 0.0% | +0.7% |
| 1Y | +10.0% | +10.1% | -0.1% | +0.9% |
| 3Y | +63.3% | +69.7% | -6.4% | +3.1% |
| 5Y | +56.9% | +53.4% | +3.6% | +7.3% |
| All | +120.8% | +214.8% | -94.0% | -24.4% |
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 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