-52.3%
INGN vs VT
+253.8%
-306.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +1.1% |
| 7D | -0.4% | -0.3% | -0.1% | 0.0% |
| 30D | +21.5% | -1.4% | +23.0% | +23.4% |
| 3M | +4.3% | -1.4% | +5.7% | +5.8% |
| 6M | +3.6% | +5.5% | -1.9% | -2.6% |
| YTD | +7.4% | +12.8% | -5.4% | -6.2% |
| 1Y | -10.4% | +15.4% | -25.9% | -23.7% |
| 3Y | +35.5% | +76.9% | -41.4% | -23.8% |
| 5Y | -81.4% | +60.4% | -141.8% | -88.4% |
| 10Y | -87.5% | +232.8% | -320.2% | -95.7% |
| All | -52.3% | +253.8% | -306.1% | -84.9% |
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 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