+15.1%
IGLB vs VT
+224.5%
-209.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.5% | +0.4% | -1.0% | -0.6% |
| 30D | -0.8% | +1.0% | -1.8% | -1.0% |
| 3M | -3.1% | +2.4% | -5.4% | -3.6% |
| 6M | -3.8% | +12.0% | -15.8% | -6.3% |
| YTD | -2.0% | +15.3% | -17.3% | -5.3% |
| 1Y | -0.6% | +22.6% | -23.2% | -5.3% |
| 3Y | +13.0% | +74.7% | -61.6% | -1.0% |
| 5Y | -14.7% | +66.1% | -80.8% | -25.3% |
| All | +15.1% | +224.5% | -209.4% | -10.6% |
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