+384.8%
V vs IAG
+401.0%
-16.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.5% | -0.4% |
| 7D | -2.9% | +1.7% | -4.6% | -3.0% |
| 30D | +1.9% | +11.4% | -9.6% | +1.5% |
| 3M | +13.2% | +33.0% | -19.8% | +11.9% |
| 6M | +16.7% | -6.0% | +22.7% | +16.7% |
| YTD | +5.4% | +24.6% | -19.2% | +3.9% |
| 1Y | +7.7% | +105.0% | -97.3% | +3.8% |
| 3Y | +52.0% | +837.9% | -785.9% | +36.3% |
| 5Y | +67.7% | +817.0% | -749.2% | +47.8% |
| 10Y | +384.8% | +425.3% | -40.6% | +331.5% |
| All | +384.8% | +401.0% | -16.2% | +331.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling