+439.4%
IGPT vs VT
+217.6%
+221.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.8% |
| 7D | -5.4% | -0.1% | -5.2% | -4.8% |
| 30D | -22.1% | -3.1% | -19.0% | -18.4% |
| 3M | -13.7% | -3.5% | -10.2% | -8.9% |
| 6M | -14.1% | +0.5% | -14.6% | -12.6% |
| YTD | +31.3% | +10.8% | +20.5% | +19.8% |
| 1Y | +29.2% | +11.9% | +17.3% | +16.6% |
| 3Y | +126.9% | +73.0% | +53.9% | +27.7% |
| 5Y | +67.3% | +58.6% | +8.7% | +4.9% |
| 10Y | +439.4% | +219.2% | +220.2% | +61.3% |
| All | +439.4% | +217.6% | +221.7% | +61.3% |
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