+616.0%
VIG vs IAG
+128.0%
+487.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | -0.4% | +4.3% | -4.7% | -0.6% |
| 30D | -2.1% | +9.8% | -11.9% | -2.7% |
| 3M | +3.3% | +28.9% | -25.6% | +1.7% |
| 6M | +9.3% | -7.6% | +16.9% | +9.2% |
| YTD | +10.1% | +22.0% | -11.8% | +8.1% |
| 1Y | +14.7% | +99.5% | -84.8% | +9.3% |
| 3Y | +56.9% | +818.3% | -761.3% | +35.5% |
| 5Y | +62.9% | +785.9% | -723.0% | +37.9% |
| 10Y | +241.3% | +381.1% | -139.8% | +186.1% |
| All | +616.0% | +128.0% | +487.9% | +413.2% |
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