+136.8%
IGF price history and return analytics
+224.4%
-87.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.8% |
| 7D | +0.5% | -0.7% | +1.2% | +1.0% |
| 30D | +5.6% | -1.7% | +7.4% | +6.9% |
| 3M | +1.1% | -2.3% | +3.4% | +2.8% |
| 6M | +0.3% | +1.5% | -1.3% | -1.4% |
| YTD | +10.2% | +12.0% | -1.9% | -0.2% |
| 1Y | +10.2% | +12.9% | -2.7% | -0.9% |
| 3Y | +69.2% | +74.9% | -5.8% | +4.3% |
| 5Y | +62.4% | +59.9% | +2.5% | +7.4% |
| 10Y | +136.8% | +224.6% | -87.8% | -18.6% |
| All | +136.8% | +224.4% | -87.5% | -18.6% |
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 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