+215.2%
IGIC vs VT
+150.7%
+64.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -2.2% |
| 7D | -6.2% | +0.4% | -6.6% | -6.5% |
| 30D | -5.2% | -2.6% | -2.6% | -4.1% |
| 3M | -13.6% | -3.2% | -10.4% | -12.4% |
| 6M | -7.4% | +0.9% | -8.3% | -8.2% |
| YTD | -1.7% | +11.3% | -13.0% | -7.3% |
| 1Y | +12.6% | +14.0% | -1.4% | +4.9% |
| 3Y | +152.8% | +75.8% | +77.0% | +92.8% |
| 5Y | +240.8% | +57.8% | +183.0% | +173.4% |
| All | +215.2% | +150.7% | +64.5% | +80.0% |
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