-9.5%
VMC vs IAG
+119.5%
-129.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.1% |
| 7D | -4.3% | -0.5% | -3.8% | -4.3% |
| 30D | -8.2% | +28.9% | -37.1% | -10.6% |
| 3M | -7.0% | +19.1% | -26.2% | -9.1% |
| 6M | -10.8% | -10.3% | -0.5% | -11.5% |
| YTD | -7.4% | +24.2% | -31.6% | -8.7% |
| 1Y | -9.5% | +116.5% | -126.0% | -16.4% |
| All | -9.5% | +119.5% | -129.0% | -16.4% |
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