+349.5%
VFC vs IAG
+321.3%
+28.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.3% |
| 7D | -1.4% | +3.4% | -4.8% | -1.6% |
| 30D | +30.7% | -2.7% | +33.4% | +30.8% |
| 3M | +40.6% | -0.5% | +41.1% | +40.3% |
| 6M | +16.5% | -4.8% | +21.3% | +16.2% |
| YTD | +16.2% | +9.6% | +6.6% | +14.3% |
| 1Y | +42.4% | +32.2% | +10.3% | +38.5% |
| 3Y | +48.1% | +692.5% | -644.5% | +26.7% |
| 5Y | -67.8% | +447.6% | -515.4% | -72.5% |
| 10Y | -48.5% | +403.3% | -451.8% | -57.3% |
| All | +349.5% | +321.3% | +28.2% | +236.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling