-12.4%
VFC vs IAG
+98.5%
-110.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.5% |
| 7D | -2.3% | +1.7% | -4.0% | -2.6% |
| 30D | -13.4% | +11.4% | -24.8% | -14.9% |
| 3M | -23.7% | +33.0% | -56.7% | -27.4% |
| 6M | -24.5% | -6.0% | -18.5% | -25.7% |
| YTD | -27.8% | +24.6% | -52.4% | -31.7% |
| All | -12.4% | +98.5% | -110.9% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling