+92.6%
IGIB vs VT
+363.9%
-271.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | +2.1% | -1.4% | +3.6% | +2.2% |
| 3M | -1.9% | -1.4% | -0.5% | -1.8% |
| 6M | -1.6% | +5.5% | -7.1% | -1.9% |
| YTD | -1.7% | +12.8% | -14.6% | -2.3% |
| 1Y | -0.9% | +15.4% | -16.3% | -1.6% |
| 3Y | +19.8% | +76.9% | -57.0% | +16.7% |
| 5Y | +4.3% | +60.4% | -56.1% | +1.6% |
| 10Y | +30.4% | +232.8% | -202.3% | +25.4% |
| All | +92.6% | +363.9% | -271.2% | +80.2% |
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