+360.8%
IAG vs VO
+197.6%
+163.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.3% | -4.6% |
| 7D | -2.1% | +2.9% | -5.0% | -3.8% |
| 30D | -6.2% | +1.0% | -7.2% | -6.7% |
| 3M | -5.1% | -1.7% | -3.4% | -3.9% |
| 6M | -10.0% | +6.7% | -16.7% | -12.8% |
| YTD | +3.9% | +14.0% | -10.0% | -2.8% |
| 1Y | +18.9% | +13.7% | +5.2% | +11.5% |
| 3Y | +651.8% | +65.8% | +585.9% | +480.8% |
| 5Y | +416.3% | +36.6% | +379.7% | +326.2% |
| All | +360.8% | +197.6% | +163.2% | +195.9% |
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