+95.0%
IGI vs VT
+517.4%
-422.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | +1.0% | -2.3% | +3.4% | +1.5% |
| 30D | +1.4% | -5.0% | +6.4% | +2.5% |
| 3M | -0.3% | -4.9% | +4.6% | +0.7% |
| 6M | -1.3% | -1.5% | +0.2% | -1.1% |
| YTD | -1.9% | +8.5% | -10.4% | -3.7% |
| 1Y | -0.8% | +11.4% | -12.2% | -3.2% |
| 3Y | +15.3% | +70.1% | -54.8% | +2.5% |
| 5Y | -9.2% | +53.7% | -62.9% | -18.0% |
| 10Y | +18.2% | +220.0% | -201.8% | -9.0% |
| All | +95.0% | +517.4% | -422.4% | +35.8% |
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