+58.0%
IGHG vs VT
+274.6%
-216.6%
-25.2%
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 | -0.1% | +0.4% | -0.5% | -0.1% |
| 30D | -0.1% | +1.0% | -1.1% | -0.3% |
| 3M | 0.0% | +2.4% | -2.3% | -0.5% |
| 6M | +2.4% | +12.0% | -9.6% | 0.0% |
| YTD | +2.4% | +15.3% | -13.0% | -0.6% |
| 1Y | +3.8% | +22.6% | -18.8% | -0.4% |
| 3Y | +23.3% | +74.7% | -51.4% | +9.6% |
| 5Y | +29.9% | +66.1% | -36.2% | +16.1% |
| 10Y | +54.7% | +225.0% | -170.3% | +21.6% |
| All | +58.0% | +274.6% | -216.6% | +22.0% |
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 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