-44.1%
VG vs IAG
+189.5%
-233.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.1% | +9.9% | +4.8% |
| 7D | +15.1% | -2.1% | +17.2% | +15.1% |
| 30D | -4.2% | -6.2% | +2.0% | -3.9% |
| 3M | -3.1% | -5.1% | +2.0% | -3.1% |
| 6M | +0.3% | -10.0% | +10.3% | +1.1% |
| YTD | +95.5% | +3.9% | +91.5% | +80.9% |
| 1Y | +64.4% | +18.9% | +45.6% | +44.5% |
| All | -44.1% | +189.5% | -233.6% | -71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling