+598.4%
IGR vs VT
+57.4%
+541.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -1.2% |
| 7D | +5.4% | +0.4% | +5.0% | +4.9% |
| 30D | +5.4% | -2.6% | +8.0% | +8.2% |
| 3M | -13.3% | -3.2% | -10.1% | -10.4% |
| 6M | -12.1% | +0.9% | -13.1% | -13.5% |
| YTD | +205.7% | +11.3% | +194.4% | +171.7% |
| 1Y | +198.9% | +14.0% | +184.8% | +159.3% |
| 3Y | +696.3% | +75.8% | +620.5% | +339.1% |
| 5Y | +598.4% | +57.8% | +540.5% | +327.8% |
| All | +598.4% | +57.4% | +541.0% | +327.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling