+2,992.4%
IGR vs VT
+224.4%
+2,768.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -2.0% |
| 7D | -1.9% | -0.7% | -1.2% | -1.3% |
| 30D | +3.1% | -1.7% | +4.9% | +4.7% |
| 3M | -13.8% | -2.3% | -11.5% | -12.0% |
| 6M | -13.7% | +1.5% | -15.3% | -15.5% |
| YTD | +199.5% | +12.0% | +187.4% | +167.6% |
| 1Y | +190.3% | +12.9% | +177.5% | +157.5% |
| 3Y | +667.3% | +74.9% | +592.3% | +347.5% |
| 5Y | +585.5% | +59.9% | +525.6% | +334.3% |
| 10Y | +2,992.4% | +224.6% | +2,767.8% | +906.7% |
| All | +2,992.4% | +224.4% | +2,768.1% | +906.7% |
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