+7,763.2%
VLO vs IAG
+377.5%
+7,385.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | +5.2% | -0.5% | +5.7% | +5.2% |
| 30D | +22.6% | +28.9% | -6.3% | +18.5% |
| 3M | +43.8% | +19.1% | +24.6% | +39.6% |
| 6M | +65.7% | -10.3% | +76.0% | +65.1% |
| YTD | +131.1% | +24.2% | +106.9% | +119.6% |
| 1Y | +143.6% | +116.5% | +27.1% | +114.2% |
| 3Y | +201.4% | +742.8% | -541.4% | +111.9% |
| 5Y | +568.9% | +753.3% | -184.4% | +346.5% |
| 10Y | +891.8% | +403.2% | +488.6% | +530.7% |
| All | +7,763.2% | +377.5% | +7,385.7% | +3,805.5% |
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