+269.9%
IAG vs VT
+374.2%
-104.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.5% | +0.4% | -1.0% | -0.8% |
| 30D | +28.9% | +1.0% | +27.9% | +28.1% |
| 3M | +19.1% | +2.4% | +16.8% | +17.8% |
| 6M | -10.3% | +12.0% | -22.3% | -16.7% |
| YTD | +24.2% | +15.3% | +8.9% | +12.8% |
| 1Y | +116.5% | +22.6% | +93.9% | +88.4% |
| 3Y | +742.8% | +74.7% | +668.1% | +463.5% |
| 5Y | +753.3% | +66.1% | +687.2% | +492.6% |
| 10Y | +403.2% | +225.0% | +178.2% | +101.9% |
| All | +269.9% | +374.2% | -104.3% | -13.7% |
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