+150.8%
VEU vs IAG
+427.6%
-276.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | -1.4% | -1.1% | -0.3% | -1.3% |
| 30D | -0.4% | +12.1% | -12.5% | -1.5% |
| 3M | +2.5% | +25.5% | -23.0% | +0.2% |
| 6M | +11.1% | -7.1% | +18.3% | +11.0% |
| YTD | +16.5% | +22.9% | -6.3% | +13.3% |
| 1Y | +22.9% | +83.3% | -60.4% | +15.4% |
| 3Y | +73.4% | +808.5% | -735.1% | +40.7% |
| 5Y | +56.1% | +838.0% | -781.9% | +22.8% |
| All | +150.8% | +427.6% | -276.8% | +98.8% |
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