+218.3%
IGIC vs VT
+144.4%
+74.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -3.4% | -2.3% | -1.1% | -2.4% |
| 30D | -4.1% | -5.0% | +0.9% | -1.9% |
| 3M | -12.6% | -4.9% | -7.7% | -10.6% |
| 6M | -10.6% | -1.5% | -9.1% | -10.4% |
| YTD | -0.8% | +8.5% | -9.3% | -5.3% |
| 1Y | +11.9% | +11.4% | +0.5% | +5.4% |
| 3Y | +155.1% | +70.1% | +85.0% | +97.6% |
| 5Y | +245.8% | +53.7% | +192.1% | +181.0% |
| All | +218.3% | +144.4% | +74.0% | +84.0% |
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