+818.3%
IAG vs VO
+57.7%
+760.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.1% |
| 7D | +4.3% | +0.6% | +3.6% | +3.5% |
| 30D | +9.8% | -1.1% | +10.8% | +11.4% |
| 3M | +28.9% | +4.5% | +24.4% | +22.6% |
| 6M | -7.6% | +11.1% | -18.6% | -17.3% |
| YTD | +22.0% | +13.5% | +8.4% | +6.9% |
| 1Y | +99.5% | +14.5% | +85.0% | +73.9% |
| 3Y | +818.3% | +58.1% | +760.2% | +470.3% |
| All | +818.3% | +57.7% | +760.5% | +470.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling