-79.1%
VFC vs IAG
+796.9%
-876.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -2.0% |
| 7D | -4.0% | -4.1% | +0.1% | -3.5% |
| 30D | -14.6% | +10.6% | -25.2% | -15.9% |
| 3M | -23.1% | +35.4% | -58.5% | -26.4% |
| 6M | -25.2% | -9.5% | -15.7% | -25.2% |
| YTD | -29.5% | +21.8% | -51.3% | -32.4% |
| 1Y | -14.4% | +84.1% | -98.5% | -22.4% |
| 3Y | -28.7% | +817.4% | -846.1% | -49.4% |
| 5Y | -79.1% | +830.1% | -909.2% | -86.2% |
| All | -79.1% | +796.9% | -876.0% | -86.2% |
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