-69.9%
VFC vs IAG
+423.2%
-493.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.4% |
| 7D | -3.3% | -4.1% | +0.8% | -3.0% |
| 30D | -14.0% | +10.6% | -24.6% | -14.8% |
| 3M | -22.6% | +35.4% | -57.9% | -24.7% |
| 6M | -24.7% | -9.5% | -15.2% | -24.7% |
| YTD | -29.0% | +21.8% | -50.8% | -30.8% |
| 1Y | -13.8% | +84.1% | -97.9% | -18.8% |
| 3Y | -28.2% | +817.4% | -845.6% | -40.8% |
| 5Y | -79.0% | +830.1% | -909.1% | -83.0% |
| All | -69.9% | +423.2% | -493.0% | -75.8% |
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