+161.1%
VEA vs IAG
+427.6%
-266.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +1.0% |
| 7D | -1.5% | -1.1% | -0.4% | -1.4% |
| 30D | -0.8% | +12.1% | -13.0% | -1.9% |
| 3M | +2.5% | +25.5% | -23.1% | +0.1% |
| 6M | +11.1% | -7.1% | +18.2% | +11.0% |
| YTD | +17.2% | +22.9% | -5.7% | +14.0% |
| 1Y | +24.5% | +83.3% | -58.8% | +16.8% |
| 3Y | +75.4% | +808.5% | -733.1% | +42.0% |
| 5Y | +61.1% | +838.0% | -776.9% | +26.3% |
| All | +161.1% | +427.6% | -266.5% | +106.3% |
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