+225.9%
VIK vs IAG
+470.6%
-244.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.6% | -3.7% |
| 7D | -0.8% | +1.7% | -2.5% | -1.0% |
| 30D | -18.0% | +11.4% | -29.5% | -19.3% |
| 3M | -5.8% | +33.0% | -38.8% | -9.9% |
| 6M | +17.2% | -6.0% | +23.2% | +16.2% |
| YTD | +19.1% | +24.6% | -5.4% | +13.7% |
| 1Y | +33.6% | +105.0% | -71.4% | +19.7% |
| All | +225.9% | +470.6% | -244.6% | +159.2% |
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 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