+806.3%
IAG vs VLTO
+54.8%
+751.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +7.1% |
| 7D | +21.4% | +5.4% | +16.0% | +20.7% |
| 30D | +4.0% | +22.3% | -18.3% | +1.1% |
| 3M | +17.0% | +19.6% | -2.6% | +14.2% |
| 6M | +1.4% | +35.2% | -33.7% | -3.4% |
| YTD | +13.8% | +17.9% | -4.1% | +11.1% |
| 1Y | +55.8% | +19.5% | +36.3% | +51.7% |
| 3Y | +647.4% | +73.9% | +573.5% | +638.1% |
| All | +806.3% | +54.8% | +751.4% | +769.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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