+170.2%
VEA vs IAG
+166.3%
+3.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | +0.3% | +1.7% | -1.4% | +0.1% |
| 30D | +0.4% | +11.4% | -11.0% | -0.8% |
| 3M | +4.8% | +33.0% | -28.2% | +1.4% |
| 6M | +11.3% | -6.0% | +17.2% | +11.1% |
| YTD | +17.4% | +24.6% | -7.2% | +13.4% |
| 1Y | +26.2% | +105.0% | -78.8% | +15.5% |
| 3Y | +77.7% | +837.9% | -760.2% | +36.0% |
| 5Y | +60.9% | +817.0% | -756.0% | +19.1% |
| 10Y | +163.6% | +425.3% | -261.7% | +90.5% |
| All | +170.2% | +166.3% | +3.9% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling