+445.8%
IGPT vs VT
+221.8%
+224.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.6% |
| 7D | +5.8% | +2.4% | +3.4% | +2.9% |
| 30D | -15.1% | -1.5% | -13.6% | -12.8% |
| 3M | -16.4% | -4.1% | -12.3% | -11.1% |
| 6M | -13.0% | +0.6% | -13.6% | -11.6% |
| YTD | +33.9% | +11.0% | +22.9% | +21.8% |
| 1Y | +37.1% | +13.3% | +23.8% | +21.9% |
| 3Y | +131.7% | +73.4% | +58.4% | +30.1% |
| 5Y | +68.2% | +57.4% | +10.7% | +6.2% |
| All | +445.8% | +221.8% | +224.0% | +58.3% |
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