+7,956.4%
VLO vs IAG
+303.8%
+7,652.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.2% |
| 7D | +9.6% | -7.7% | +17.3% | +10.6% |
| 30D | -17.4% | +1.6% | -19.0% | -17.9% |
| 3M | +10.8% | -2.4% | +13.2% | +10.2% |
| 6M | +56.9% | -7.8% | +64.8% | +55.9% |
| YTD | +136.8% | +5.0% | +131.7% | +128.1% |
| 1Y | +120.7% | +25.7% | +95.0% | +107.5% |
| 3Y | +231.9% | +694.5% | -462.6% | +134.0% |
| 5Y | +479.0% | +421.7% | +57.3% | +310.6% |
| 10Y | +792.2% | +382.5% | +409.7% | +469.7% |
| All | +7,956.4% | +303.8% | +7,652.6% | +3,957.0% |
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