+74.7%
IGLD vs VT
+82.0%
-7.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -3.8% | +2.4% | -6.1% | -4.4% |
| 30D | -5.1% | -1.5% | -3.6% | -4.8% |
| 3M | -10.6% | -4.1% | -6.5% | -9.7% |
| 6M | -16.9% | +0.6% | -17.4% | -16.9% |
| YTD | -11.5% | +11.0% | -22.5% | -13.1% |
| 1Y | -8.5% | +13.3% | -21.8% | -10.5% |
| 3Y | +64.0% | +73.4% | -9.4% | +50.2% |
| 5Y | +63.9% | +57.4% | +6.5% | +50.7% |
| All | +74.7% | +82.0% | -7.2% | +50.0% |
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 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