+187.3%
VEU vs IAG
+187.7%
-0.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.0% |
| 7D | +0.3% | +1.7% | -1.4% | +0.1% |
| 30D | +0.7% | +11.4% | -10.8% | -0.6% |
| 3M | +4.7% | +33.0% | -28.3% | +1.1% |
| 6M | +11.6% | -6.0% | +17.6% | +11.5% |
| YTD | +16.8% | +24.6% | -7.8% | +12.6% |
| 1Y | +24.9% | +105.0% | -80.1% | +13.6% |
| 3Y | +75.7% | +837.9% | -762.2% | +32.0% |
| 5Y | +56.1% | +817.0% | -760.8% | +13.0% |
| 10Y | +153.6% | +425.3% | -271.7% | +78.7% |
| All | +187.3% | +187.7% | -0.5% | +55.8% |
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 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