+5,451.1%
IGR vs VT
+374.2%
+5,076.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.8% | +0.4% | -2.2% | -2.2% |
| 30D | -0.5% | +1.0% | -1.5% | -1.4% |
| 3M | +11.3% | +2.4% | +8.9% | +8.2% |
| 6M | +14.8% | +12.0% | +2.8% | +1.9% |
| YTD | +39.8% | +15.3% | +24.4% | +20.3% |
| 1Y | +43.2% | +22.6% | +20.6% | +15.7% |
| 3Y | +221.8% | +74.7% | +147.1% | +80.5% |
| 5Y | +227.3% | +66.1% | +161.2% | +93.1% |
| 10Y | +1,160.8% | +225.0% | +935.8% | +263.9% |
| All | +5,451.1% | +374.2% | +5,076.9% | +1,051.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling