+155.1%
IGRO vs VT
+231.5%
-76.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | +1.5% |
| 7D | +0.6% | -4.2% | +4.8% | +4.1% |
| 30D | +4.9% | -5.8% | +10.7% | +10.0% |
| 3M | +1.2% | -5.2% | +6.4% | +5.6% |
| 6M | +8.2% | +0.1% | +8.1% | +7.8% |
| YTD | +14.8% | +8.2% | +6.5% | +7.2% |
| 1Y | +20.2% | +10.1% | +10.1% | +10.6% |
| 3Y | +68.3% | +69.7% | -1.4% | +7.1% |
| 5Y | +55.6% | +53.4% | +2.2% | +7.2% |
| 10Y | +152.8% | +219.2% | -66.5% | -7.8% |
| All | +155.1% | +231.5% | -76.4% | -11.2% |
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