-24.1%
VFC vs IAG
+814.3%
-838.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.7% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | -11.6% | +28.9% | -40.5% | -15.0% |
| 3M | -18.1% | +19.1% | -37.2% | -20.7% |
| 6M | -27.4% | -10.3% | -17.1% | -27.4% |
| YTD | -24.8% | +24.2% | -49.0% | -28.6% |
| 1Y | -8.2% | +116.5% | -124.7% | -19.7% |
| All | -24.1% | +814.3% | -838.3% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling