-51.4%
VG vs IAG
+195.6%
-247.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -22.0% | +4.5% | -26.5% | -22.0% |
| 30D | -14.7% | -5.7% | -9.1% | -14.4% |
| 3M | -7.1% | +10.1% | -17.2% | -7.7% |
| 6M | -11.2% | +7.3% | -18.5% | -12.5% |
| YTD | +69.8% | +6.1% | +63.7% | +57.2% |
| 1Y | +49.9% | +46.8% | +3.0% | +23.2% |
| All | -51.4% | +195.6% | -247.0% | -75.4% |
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