+257.0%
IXG vs VT
+374.2%
-117.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.2% | +0.4% | +0.8% | +0.7% |
| 30D | +1.1% | +1.0% | +0.1% | -0.1% |
| 3M | +12.4% | +2.4% | +10.0% | +9.0% |
| 6M | +17.3% | +12.0% | +5.3% | +2.2% |
| YTD | +14.4% | +15.3% | -1.0% | -3.7% |
| 1Y | +20.6% | +22.6% | -1.9% | -5.6% |
| 3Y | +102.6% | +74.7% | +27.9% | +3.7% |
| 5Y | +96.6% | +66.1% | +30.4% | +5.8% |
| 10Y | +236.0% | +225.0% | +11.0% | -20.3% |
| All | +257.0% | +374.2% | -117.2% | -38.7% |
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 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