-83.4%
INGN vs VT
+57.0%
-140.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.6% |
| 7D | -5.6% | +2.4% | -8.0% | -8.4% |
| 30D | -7.2% | -1.5% | -5.7% | -5.4% |
| 3M | -2.1% | -4.1% | +2.1% | +3.2% |
| 6M | -16.4% | +0.6% | -17.0% | -17.9% |
| YTD | -15.3% | +11.0% | -26.4% | -27.8% |
| 1Y | -17.3% | +13.3% | -30.6% | -31.5% |
| 3Y | +17.1% | +73.4% | -56.3% | -45.9% |
| All | -83.4% | +57.0% | -140.4% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling