+79.5%
IGLD vs VT
+81.5%
-2.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | +2.2% | -0.1% | +2.4% | +2.2% |
| 30D | -4.4% | -3.1% | -1.4% | -3.7% |
| 3M | -8.4% | -3.5% | -4.9% | -7.6% |
| 6M | -15.2% | +0.5% | -15.7% | -15.2% |
| YTD | -9.0% | +10.8% | -19.8% | -10.7% |
| 1Y | -5.1% | +11.9% | -17.0% | -6.9% |
| 3Y | +69.8% | +73.0% | -3.2% | +55.7% |
| 5Y | +69.5% | +58.6% | +10.9% | +55.5% |
| All | +79.5% | +81.5% | -2.0% | +54.2% |
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