+11,792.2%
IGR vs VT
+345.0%
+11,447.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +2.3% |
| 7D | +3.7% | -4.2% | +7.9% | +8.2% |
| 30D | +1.8% | -5.8% | +7.6% | +8.0% |
| 3M | -14.7% | -5.2% | -9.5% | -10.0% |
| 6M | -12.3% | +0.1% | -12.4% | -12.9% |
| YTD | +199.5% | +8.2% | +191.2% | +175.5% |
| 1Y | +193.3% | +10.1% | +183.2% | +164.9% |
| 3Y | +624.9% | +69.7% | +555.3% | +318.6% |
| 5Y | +588.5% | +53.4% | +535.1% | +341.4% |
| 10Y | +2,925.5% | +219.2% | +2,706.3% | +789.1% |
| All | +11,792.2% | +345.0% | +11,447.2% | +2,535.9% |
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