+425.3%
IAG vs VO
+193.0%
+232.3%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +2.7% |
| 7D | +1.7% | -0.6% | +2.3% | +2.1% |
| 30D | +11.4% | -1.9% | +13.4% | +12.9% |
| 3M | +33.0% | +3.3% | +29.8% | +30.8% |
| 6M | -6.0% | +9.7% | -15.7% | -10.5% |
| YTD | +24.6% | +12.6% | +12.0% | +17.0% |
| 1Y | +105.0% | +13.6% | +91.3% | +92.0% |
| 3Y | +837.9% | +56.8% | +781.1% | +640.4% |
| 5Y | +817.0% | +42.3% | +774.7% | +645.0% |
| 10Y | +425.3% | +199.2% | +226.1% | +169.9% |
| All | +425.3% | +193.0% | +232.3% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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