+778.9%
VLO vs IAG
+384.2%
+394.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.1% | +8.2% | +3.3% |
| 7D | +6.8% | -2.1% | +8.8% | +6.8% |
| 30D | -17.9% | -6.2% | -11.7% | -17.7% |
| 3M | +13.5% | -5.1% | +18.7% | +13.5% |
| 6M | +53.0% | -10.0% | +63.0% | +53.0% |
| YTD | +133.7% | +3.9% | +129.8% | +130.4% |
| 1Y | +115.7% | +18.9% | +96.8% | +110.7% |
| 3Y | +231.9% | +651.8% | -419.8% | +182.6% |
| 5Y | +471.6% | +416.3% | +55.3% | +377.8% |
| All | +778.9% | +384.2% | +394.7% | +636.6% |
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 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