+1,040.9%
IT vs VIG
+623.5%
+417.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -4.1% |
| 7D | -6.0% | -0.4% | -5.6% | -5.5% |
| 30D | 0.0% | -1.0% | +1.0% | +1.2% |
| 3M | +13.1% | +2.8% | +10.3% | +9.8% |
| 6M | +11.7% | +8.2% | +3.5% | +1.5% |
| YTD | -26.1% | +11.0% | -37.1% | -34.7% |
| 1Y | -21.3% | +16.1% | -37.4% | -34.1% |
| 3Y | -46.7% | +56.2% | -102.9% | -68.3% |
| 5Y | -40.5% | +63.0% | -103.5% | -65.9% |
| 10Y | +103.9% | +241.4% | -137.5% | -51.1% |
| All | +1,040.9% | +623.5% | +417.3% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling