+94.6%
IGLB vs VT
+445.3%
-350.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 3M | -3.1% | +2.4% | -5.4% | -3.3% |
| 6M | -3.8% | +12.0% | -15.8% | -4.6% |
| YTD | -2.0% | +15.3% | -17.3% | -3.1% |
| 1Y | -0.6% | +22.6% | -23.2% | -2.1% |
| 3Y | +13.0% | +74.7% | -61.6% | +8.7% |
| 5Y | -14.7% | +66.1% | -80.8% | -18.4% |
| 10Y | +15.4% | +225.0% | -209.6% | +13.2% |
| All | +94.6% | +445.3% | -350.7% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling