+169.0%
IGF price history and return analytics
+346.0%
-177.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | -1.0% | -2.3% | +1.3% | +0.9% |
| 30D | +4.8% | -5.0% | +9.8% | +9.3% |
| 3M | -1.4% | -4.9% | +3.5% | +2.7% |
| 6M | -2.8% | -1.5% | -1.3% | -2.1% |
| YTD | +7.6% | +8.5% | -0.9% | -0.6% |
| 1Y | +9.8% | +11.4% | -1.6% | -1.0% |
| 3Y | +62.8% | +70.1% | -7.2% | 0.0% |
| 5Y | +56.1% | +53.7% | +2.3% | +3.5% |
| 10Y | +123.6% | +220.0% | -96.4% | -23.9% |
| All | +169.0% | +346.0% | -177.0% | -37.2% |
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