+365.6%
IAG vs VO
+197.6%
+168.0%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -7.7% | +3.1% | -10.8% | -9.4% |
| 30D | +1.6% | +2.2% | -0.6% | +0.3% |
| 3M | -2.4% | -2.5% | +0.1% | -0.6% |
| 6M | -7.8% | +7.0% | -14.8% | -10.9% |
| YTD | +5.0% | +14.0% | -9.0% | -1.8% |
| 1Y | +25.7% | +15.6% | +10.0% | +16.7% |
| 3Y | +694.5% | +66.2% | +628.3% | +513.2% |
| 5Y | +421.7% | +36.6% | +385.1% | +330.6% |
| All | +365.6% | +197.6% | +168.0% | +198.9% |
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