-81.7%
INGN vs VT
+53.2%
-134.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.1% | -2.2% | -1.1% |
| 7D | -6.7% | -4.2% | -2.6% | -1.5% |
| 30D | +17.3% | -5.8% | +23.1% | +26.5% |
| 3M | +3.2% | -5.2% | +8.4% | +10.4% |
| 6M | -4.0% | +0.1% | -4.1% | -5.3% |
| YTD | +0.7% | +8.2% | -7.5% | -11.1% |
| 1Y | -8.4% | +10.1% | -18.5% | -21.1% |
| 3Y | +27.0% | +69.7% | -42.6% | -39.4% |
| 5Y | -81.7% | +53.4% | -135.0% | -89.7% |
| All | -81.7% | +53.2% | -134.9% | -89.7% |
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 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