+237.5%
VIK vs IAG
+458.6%
-221.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.5% | +2.9% |
| 7D | +3.6% | +4.3% | -0.7% | +3.0% |
| 30D | -16.7% | +9.8% | -26.5% | -17.9% |
| 3M | -1.1% | +28.9% | -30.0% | -5.0% |
| 6M | +27.8% | -7.6% | +35.4% | +27.0% |
| YTD | +23.3% | +22.0% | +1.4% | +18.0% |
| 1Y | +38.2% | +99.5% | -61.3% | +24.2% |
| All | +237.5% | +458.6% | -221.1% | +169.1% |
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