+216.1%
IAG vs VT
+345.0%
-128.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +3.6% |
| 7D | +4.5% | -4.2% | +8.7% | +8.4% |
| 30D | -5.7% | -5.8% | +0.1% | -0.6% |
| 3M | +10.1% | -5.2% | +15.4% | +15.8% |
| 6M | +7.3% | +0.1% | +7.2% | +8.9% |
| YTD | +6.1% | +8.2% | -2.1% | +2.0% |
| 1Y | +46.8% | +10.1% | +36.7% | +39.6% |
| 3Y | +573.1% | +69.7% | +503.4% | +363.9% |
| 5Y | +477.6% | +53.4% | +424.2% | +329.3% |
| 10Y | +315.7% | +219.2% | +96.5% | +69.1% |
| All | +216.1% | +345.0% | -128.9% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling