+2,911.3%
IGR vs VT
+215.5%
+2,695.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | +5.0% | -2.3% | +7.3% | +7.3% |
| 30D | +5.9% | -5.0% | +10.8% | +11.1% |
| 3M | -14.0% | -4.9% | -9.2% | -9.9% |
| 6M | -14.4% | -1.5% | -12.9% | -13.6% |
| YTD | +201.3% | +8.5% | +192.8% | +177.8% |
| 1Y | +197.6% | +11.4% | +186.2% | +167.5% |
| 3Y | +650.9% | +70.1% | +580.8% | +350.3% |
| 5Y | +592.7% | +53.7% | +539.0% | +355.7% |
| All | +2,911.3% | +215.5% | +2,695.8% | +894.6% |
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