+624.3%
IGM vs VT
+215.5%
+408.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.3% |
| 7D | -6.9% | -2.3% | -4.6% | -3.9% |
| 30D | -18.3% | -5.0% | -13.4% | -12.5% |
| 3M | -12.2% | -4.9% | -7.3% | -6.0% |
| 6M | -5.9% | -1.5% | -4.3% | -3.1% |
| YTD | +10.0% | +8.5% | +1.5% | +0.3% |
| 1Y | +9.8% | +11.4% | -1.6% | -3.1% |
| 3Y | +117.6% | +70.1% | +47.5% | +15.0% |
| 5Y | +95.2% | +53.7% | +41.5% | +18.9% |
| All | +624.3% | +215.5% | +408.7% | +98.1% |
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