-78.1%
VFC vs IAG
+766.8%
-844.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.6% |
| 7D | +0.8% | +4.3% | -3.4% | +0.3% |
| 30D | -11.9% | +9.8% | -21.7% | -13.1% |
| 3M | -20.2% | +28.9% | -49.1% | -23.1% |
| 6M | -23.0% | -7.6% | -15.4% | -23.2% |
| YTD | -26.2% | +22.0% | -48.2% | -29.3% |
| 1Y | -13.3% | +99.5% | -112.8% | -22.2% |
| 3Y | -25.5% | +818.3% | -843.7% | -47.1% |
| 5Y | -78.1% | +785.9% | -864.0% | -85.5% |
| All | -78.1% | +766.8% | -844.9% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling