+93.0%
IGIB vs VT
+345.0%
-252.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.4% |
| 7D | +0.4% | -4.2% | +4.6% | +0.6% |
| 30D | +2.0% | -5.8% | +7.8% | +2.3% |
| 3M | -1.7% | -5.2% | +3.6% | -1.4% |
| 6M | -1.6% | +0.1% | -1.8% | -1.6% |
| YTD | -1.6% | +8.2% | -9.8% | -1.9% |
| 1Y | -0.4% | +10.1% | -10.5% | -0.9% |
| 3Y | +20.1% | +69.7% | -49.6% | +17.2% |
| 5Y | +4.0% | +53.4% | -49.4% | +1.6% |
| 10Y | +30.7% | +219.2% | -188.5% | +25.9% |
| All | +93.0% | +345.0% | -252.0% | +80.9% |
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