+7,614.5%
VLO vs IAG
+321.3%
+7,293.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +4.0% |
| 7D | -0.4% | +3.4% | -3.9% | -0.9% |
| 30D | -16.6% | -2.7% | -13.9% | -16.7% |
| 3M | +12.3% | -0.5% | +12.8% | +11.5% |
| 6M | +47.8% | -4.8% | +52.7% | +46.4% |
| YTD | +126.7% | +9.6% | +117.1% | +117.4% |
| 1Y | +105.4% | +32.2% | +73.2% | +92.0% |
| 3Y | +222.0% | +692.5% | -470.6% | +127.3% |
| 5Y | +449.8% | +447.6% | +2.3% | +287.8% |
| 10Y | +754.3% | +403.3% | +351.0% | +443.0% |
| All | +7,614.5% | +321.3% | +7,293.2% | +3,767.2% |
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 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