+601.6%
VLO vs IAG
+766.8%
-165.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +3.4% |
| 7D | +5.8% | +4.3% | +1.5% | +5.5% |
| 30D | +28.3% | +9.8% | +18.6% | +27.6% |
| 3M | +48.7% | +28.9% | +19.8% | +46.1% |
| 6M | +71.9% | -7.6% | +79.5% | +72.2% |
| YTD | +138.7% | +22.0% | +116.7% | +132.6% |
| 1Y | +148.5% | +99.5% | +49.0% | +131.5% |
| 3Y | +192.7% | +818.3% | -625.6% | +125.6% |
| 5Y | +601.6% | +785.9% | -184.3% | +363.2% |
| All | +601.6% | +766.8% | -165.2% | +363.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling