+30.0%
IAGG vs VT
+224.8%
-194.8%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.2% |
| 7D | +0.7% | -4.2% | +4.9% | +0.8% |
| 30D | +1.7% | -5.8% | +7.5% | +1.8% |
| 3M | +0.2% | -5.2% | +5.5% | +0.4% |
| 6M | +1.4% | +0.1% | +1.3% | +1.4% |
| YTD | +1.8% | +8.2% | -6.5% | +1.6% |
| 1Y | +1.6% | +10.1% | -8.6% | +1.3% |
| 3Y | +15.1% | +69.7% | -54.5% | +14.0% |
| 5Y | +5.6% | +53.4% | -47.7% | +4.3% |
| 10Y | +23.2% | +219.2% | -196.0% | +22.7% |
| All | +30.0% | +224.8% | -194.8% | +29.1% |
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