-26.6%
IT vs VIG
+12.7%
-39.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.1% |
| 7D | -12.7% | -2.2% | -10.5% | -10.5% |
| 30D | -8.9% | -3.2% | -5.7% | -5.6% |
| 3M | +10.1% | +3.0% | +7.1% | +9.0% |
| 6M | +7.3% | +8.1% | -0.9% | +2.3% |
| YTD | -32.4% | +9.1% | -41.4% | -35.2% |
| 1Y | -26.6% | +12.6% | -39.2% | -32.6% |
| All | -26.6% | +12.7% | -39.4% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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