+24.2%
IR vs VIG
+62.1%
-38.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +2.0% |
| 7D | +3.7% | -1.8% | +5.5% | +6.4% |
| 30D | +7.4% | +2.7% | +4.8% | +2.5% |
| 3M | -5.9% | 0.0% | -5.9% | -6.1% |
| 6M | +5.6% | +6.8% | -1.2% | -5.1% |
| YTD | +4.8% | +12.1% | -7.2% | -12.2% |
| 1Y | +6.9% | +14.8% | -7.9% | -13.6% |
| All | +24.2% | +62.1% | -38.0% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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