+2,263.1%
VGT vs IAG
+248.0%
+2,015.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.1% |
| 7D | +1.8% | +4.3% | -2.4% | +1.5% |
| 30D | -0.3% | +9.8% | -10.1% | -1.1% |
| 3M | +3.4% | +28.9% | -25.5% | +1.2% |
| 6M | +35.0% | -7.6% | +42.6% | +35.0% |
| YTD | +28.8% | +22.0% | +6.8% | +25.9% |
| 1Y | +38.0% | +99.5% | -61.5% | +30.1% |
| 3Y | +125.8% | +818.3% | -692.5% | +89.1% |
| 5Y | +134.7% | +785.9% | -651.2% | +92.1% |
| 10Y | +792.6% | +381.1% | +411.5% | +624.6% |
| All | +2,263.1% | +248.0% | +2,015.1% | +1,572.6% |
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