+244.4%
VIG vs IAG
+427.6%
-183.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | -1.1% | -1.1% | 0.0% | -1.0% |
| 30D | -2.7% | +12.1% | -14.9% | -3.3% |
| 3M | +2.5% | +25.5% | -23.0% | +1.3% |
| 6M | +9.2% | -7.1% | +16.3% | +9.1% |
| YTD | +9.8% | +22.9% | -13.0% | +8.1% |
| 1Y | +12.4% | +83.3% | -71.0% | +8.5% |
| 3Y | +55.9% | +808.5% | -752.6% | +39.1% |
| 5Y | +63.9% | +838.0% | -774.0% | +43.4% |
| All | +244.4% | +427.6% | -183.2% | +202.8% |
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