-12.8%
IFGL price history and return analytics
+57.5%
-70.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | +1.8% | -0.1% | +2.0% | +1.8% |
| 30D | +5.1% | -3.1% | +8.1% | +7.2% |
| 3M | -4.9% | -3.5% | -1.4% | -2.7% |
| 6M | -7.6% | +0.5% | -8.1% | -8.3% |
| YTD | -4.2% | +10.8% | -14.9% | -11.3% |
| 1Y | -2.2% | +11.9% | -14.1% | -10.1% |
| 3Y | +26.9% | +73.0% | -46.1% | -16.2% |
| 5Y | -12.8% | +58.6% | -71.4% | -40.6% |
| All | -12.8% | +57.5% | -70.3% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling