+80.5%
IGLD vs VT
+77.8%
+2.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +3.2% | -2.3% | +5.5% | +3.8% |
| 30D | -1.9% | -5.0% | +3.1% | -0.6% |
| 3M | -6.1% | -4.9% | -1.2% | -4.9% |
| 6M | -14.2% | -1.5% | -12.7% | -13.8% |
| YTD | -8.5% | +8.5% | -17.0% | -9.7% |
| 1Y | -1.8% | +11.4% | -13.2% | -3.4% |
| 3Y | +67.6% | +70.1% | -2.5% | +54.3% |
| 5Y | +73.1% | +53.7% | +19.4% | +60.1% |
| All | +80.5% | +77.8% | +2.7% | +55.9% |
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