+223.1%
IGIC vs VT
+150.8%
+72.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | -1.1% | +2.9% | -4.0% | -2.5% |
| 30D | -2.7% | -2.5% | -0.2% | -1.7% |
| 3M | -10.2% | -3.3% | -6.8% | -8.9% |
| 6M | -3.4% | +1.5% | -4.9% | -4.6% |
| YTD | +0.7% | +11.4% | -10.7% | -5.1% |
| 1Y | +10.0% | +11.9% | -1.9% | +3.4% |
| 3Y | +159.6% | +73.9% | +85.7% | +99.0% |
| 5Y | +248.9% | +57.9% | +191.0% | +179.8% |
| All | +223.1% | +150.8% | +72.2% | +84.4% |
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