-90.8%
INGN vs VT
+224.5%
-315.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -1.5% | +0.4% | -1.9% | -1.9% |
| 30D | -17.4% | +1.0% | -18.4% | -18.3% |
| 3M | -14.1% | +2.4% | -16.5% | -16.8% |
| 6M | -14.1% | +12.0% | -26.1% | -24.7% |
| YTD | -19.3% | +15.3% | -34.7% | -31.7% |
| 1Y | -33.3% | +22.6% | -55.8% | -47.1% |
| 3Y | -12.3% | +74.7% | -87.0% | -51.4% |
| 5Y | -91.1% | +66.1% | -157.2% | -94.8% |
| All | -90.8% | +224.5% | -315.2% | -97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling