+2.6%
VMC vs IAG
+56.5%
-53.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.2% | -5.6% | +3.4% |
| 7D | +12.3% | +1.1% | +11.2% | +12.0% |
| 30D | +21.2% | -5.3% | +26.5% | +21.6% |
| 3M | +4.6% | +18.0% | -13.4% | +2.2% |
| 6M | +3.9% | +7.1% | -3.2% | +2.3% |
| YTD | +5.0% | +5.9% | -1.0% | +5.6% |
| 1Y | +2.6% | +59.4% | -56.8% | +0.1% |
| All | +2.6% | +56.5% | -53.9% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling