+1,644.1%
IGM vs VT
+345.0%
+1,299.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.1% | -3.3% | -3.3% |
| 7D | -12.7% | -4.2% | -8.5% | -8.7% |
| 30D | -19.8% | -5.8% | -14.0% | -14.6% |
| 3M | -13.9% | -5.2% | -8.6% | -8.8% |
| 6M | -5.3% | +0.1% | -5.4% | -4.5% |
| YTD | +8.2% | +8.2% | 0.0% | +1.3% |
| 1Y | +6.3% | +10.1% | -3.8% | -2.1% |
| 3Y | +114.7% | +69.7% | +45.1% | +32.5% |
| 5Y | +92.1% | +53.4% | +38.8% | +33.6% |
| 10Y | +630.4% | +219.2% | +411.2% | +176.6% |
| All | +1,644.1% | +345.0% | +1,299.1% | +397.1% |
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 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