+32.5%
IGIB vs VT
+223.7%
-191.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.2% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | +1.8% | -2.6% | +4.4% | +2.1% |
| 3M | -1.2% | -3.2% | +2.1% | -0.8% |
| 6M | -1.7% | +0.9% | -2.6% | -1.8% |
| YTD | -1.1% | +11.3% | -12.4% | -2.5% |
| 1Y | -0.4% | +14.0% | -14.4% | -2.1% |
| 3Y | +21.0% | +75.8% | -54.8% | +12.7% |
| 5Y | +4.6% | +57.8% | -53.3% | -2.2% |
| 10Y | +32.5% | +219.8% | -187.3% | +16.0% |
| All | +32.5% | +223.7% | -191.2% | +16.0% |
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