+155.5%
IGRO vs VT
+253.2%
-97.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.1% | +0.4% | +0.7% | +0.7% |
| 30D | +1.3% | +1.0% | +0.3% | +0.5% |
| 3M | +7.4% | +2.4% | +5.0% | +5.2% |
| 6M | +9.4% | +12.0% | -2.6% | -0.5% |
| YTD | +14.9% | +15.3% | -0.4% | +2.0% |
| 1Y | +21.8% | +22.6% | -0.8% | +2.8% |
| 3Y | +64.4% | +74.7% | -10.3% | +2.4% |
| 5Y | +54.2% | +66.1% | -12.0% | -0.5% |
| 10Y | +139.0% | +225.0% | -86.0% | -13.7% |
| All | +155.5% | +253.2% | -97.7% | -15.5% |
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