+216.6%
IGIC vs VT
+149.5%
+67.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | -6.4% | -0.1% | -6.3% | -6.5% |
| 30D | -4.8% | -3.1% | -1.7% | -3.5% |
| 3M | -11.2% | -3.5% | -7.7% | -9.9% |
| 6M | -7.0% | +0.5% | -7.4% | -7.6% |
| YTD | -1.3% | +10.8% | -12.1% | -6.7% |
| 1Y | +8.4% | +11.9% | -3.5% | +1.9% |
| 3Y | +154.3% | +73.0% | +81.4% | +95.5% |
| 5Y | +238.2% | +58.6% | +179.6% | +170.4% |
| All | +216.6% | +149.5% | +67.1% | +81.1% |
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