+92.3%
IGLB vs VT
+433.5%
-341.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | +0.5% | -0.3% | +0.8% | +0.5% |
| 30D | +3.9% | -1.4% | +5.3% | +4.0% |
| 3M | -2.0% | -1.4% | -0.6% | -1.9% |
| 6M | -2.6% | +5.5% | -8.0% | -3.0% |
| YTD | -3.1% | +12.8% | -16.0% | -4.1% |
| 1Y | -3.5% | +15.4% | -19.0% | -4.6% |
| 3Y | +16.6% | +76.9% | -60.3% | +12.1% |
| 5Y | -15.7% | +60.4% | -76.1% | -19.3% |
| 10Y | +17.5% | +232.8% | -215.3% | +16.1% |
| All | +92.3% | +433.5% | -341.2% | +109.8% |
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