-17.7%
INGN vs VT
+13.3%
-31.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.7% |
| 7D | -20.4% | -0.7% | -19.7% | -20.0% |
| 30D | -10.4% | -1.7% | -8.7% | -9.7% |
| 3M | -2.5% | -2.3% | -0.2% | -1.5% |
| 6M | -13.1% | +1.5% | -14.7% | -13.3% |
| YTD | -14.4% | +12.0% | -26.5% | -20.9% |
| 1Y | -17.7% | +12.9% | -30.6% | -24.7% |
| All | -17.7% | +13.3% | -31.0% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling