+3,486.7%
IGR vs VT
+224.5%
+3,262.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +198.7% | 0.0% | +198.7% | +198.7% |
| 7D | +194.1% | +4.5% | +189.6% | +182.1% |
| 30D | +194.1% | +4.5% | +189.6% | +182.1% |
| 3M | +221.1% | +2.4% | +218.8% | +213.1% |
| 6M | +231.2% | +12.0% | +219.2% | +197.2% |
| YTD | +303.4% | +15.3% | +288.0% | +251.8% |
| 1Y | +313.3% | +22.6% | +290.7% | +240.1% |
| 3Y | +828.5% | +74.7% | +753.9% | +445.2% |
| 5Y | +827.8% | +66.1% | +761.6% | +468.9% |
| All | +3,486.7% | +224.5% | +3,262.2% | +1,084.8% |
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