+468.2%
IAG vs VT
+53.1%
+415.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +5.5% |
| 7D | +4.5% | -4.2% | +8.7% | +10.6% |
| 30D | -5.7% | -5.8% | +0.1% | +2.3% |
| 3M | +10.1% | -5.2% | +15.4% | +19.0% |
| 6M | +7.3% | +0.1% | +7.2% | +9.7% |
| YTD | +6.1% | +8.2% | -2.1% | -0.2% |
| 1Y | +46.8% | +10.1% | +36.7% | +35.9% |
| 3Y | +573.1% | +69.7% | +503.4% | +291.4% |
| All | +468.2% | +53.1% | +415.1% | +224.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling