+17.8%
IGLB vs VT
+214.8%
-197.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.9% |
| 7D | +0.3% | -4.2% | +4.5% | +1.3% |
| 30D | +3.5% | -5.8% | +9.3% | +4.9% |
| 3M | -2.0% | -5.2% | +3.3% | -0.8% |
| 6M | -3.2% | +0.1% | -3.3% | -3.3% |
| YTD | -3.1% | +8.2% | -11.4% | -5.1% |
| 1Y | -3.1% | +10.1% | -13.2% | -5.4% |
| 3Y | +16.6% | +69.7% | -53.1% | +2.8% |
| 5Y | -16.7% | +53.4% | -70.1% | -25.8% |
| All | +17.8% | +214.8% | -197.0% | -7.5% |
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