+75.8%
IGR vs VT
+374.2%
-298.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.8% | +0.4% | -2.2% | -2.2% |
| 30D | -3.0% | +1.0% | -4.0% | -4.0% |
| 3M | +2.8% | +2.4% | +0.4% | 0.0% |
| 6M | -2.0% | +12.0% | -14.0% | -13.0% |
| YTD | +13.5% | +15.3% | -1.8% | -2.3% |
| 1Y | +5.0% | +22.6% | -17.6% | -15.2% |
| 3Y | +33.8% | +74.7% | -40.8% | -25.0% |
| 5Y | -10.1% | +66.1% | -76.2% | -47.0% |
| 10Y | +49.5% | +225.0% | -175.5% | -57.0% |
| All | +75.8% | +374.2% | -298.4% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling