+235.8%
IXG vs VT
+224.5%
+11.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.2% | +0.4% | +0.8% | +0.8% |
| 30D | +1.1% | +1.0% | +0.1% | +0.1% |
| 3M | +12.4% | +2.4% | +10.0% | +9.4% |
| 6M | +17.3% | +12.0% | +5.3% | +3.9% |
| YTD | +14.4% | +15.3% | -1.0% | -1.8% |
| 1Y | +20.6% | +22.6% | -1.9% | -2.9% |
| 3Y | +102.6% | +74.7% | +27.9% | +11.8% |
| 5Y | +96.6% | +66.1% | +30.4% | +14.3% |
| All | +235.8% | +224.5% | +11.3% | -6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling